+446.2%
FLEX vs FDS
-23.2%
+469.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -1.2% |
| 7D | +17.1% | -2.6% | +19.6% | +16.8% |
| 30D | -29.5% | +14.1% | -43.6% | -29.0% |
| 3M | -37.3% | +19.8% | -57.0% | -36.5% |
| 6M | -44.1% | +55.0% | -99.0% | -44.5% |
| YTD | +29.3% | +15.9% | +13.4% | +36.9% |
| 1Y | +24.2% | +24.2% | 0.0% | +27.9% |
| 3Y | +297.3% | -24.0% | +321.4% | +383.5% |
| 5Y | +446.2% | -23.3% | +469.5% | +546.4% |
| All | +446.2% | -23.2% | +469.4% | +546.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling