+2,721.8%
FLEX vs FDS
+10,327.4%
-7,605.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.7% | +8.3% | +6.2% |
| 7D | -19.3% | -0.5% | -18.8% | -19.5% |
| 30D | -41.5% | +20.2% | -61.7% | -47.1% |
| 3M | -43.1% | +19.9% | -63.0% | -49.4% |
| 6M | -48.2% | +56.2% | -104.4% | -61.8% |
| YTD | +15.5% | +14.6% | +0.9% | -4.4% |
| 1Y | +10.2% | +31.6% | -21.4% | -15.9% |
| 3Y | +256.8% | -23.8% | +280.6% | +248.9% |
| 5Y | +408.2% | -22.6% | +430.8% | +386.6% |
| 10Y | +580.8% | +139.3% | +441.5% | +253.8% |
| All | +2,721.8% | +10,327.4% | -7,605.6% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling