+4,328.8%
FLEX vs FDS
+9,502.8%
-5,174.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +3.1% |
| 7D | -0.9% | -1.9% | +1.0% | -0.1% |
| 30D | -10.1% | +9.0% | -19.2% | -14.4% |
| 3M | -31.3% | +18.9% | -50.2% | -39.7% |
| 6M | +71.3% | +35.1% | +36.1% | +36.1% |
| YTD | +81.2% | +5.5% | +75.7% | +59.9% |
| 1Y | +98.5% | -16.8% | +115.3% | +93.8% |
| 3Y | +428.2% | -28.1% | +456.3% | +443.3% |
| 5Y | +657.3% | -17.4% | +674.7% | +611.7% |
| 10Y | +995.9% | +85.4% | +910.5% | +562.4% |
| All | +4,328.8% | +9,502.8% | -5,174.0% | +465.8% |
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