+565.2%
FLEX vs FE
+107.4%
+457.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | -19.3% | 0.0% | -19.3% | -19.3% |
| 30D | -41.5% | +5.2% | -46.7% | -42.6% |
| 3M | -43.1% | 0.0% | -43.1% | -43.2% |
| 6M | -48.2% | +5.0% | -53.3% | -49.4% |
| YTD | +15.5% | +7.9% | +7.6% | +11.5% |
| 1Y | +10.2% | +6.3% | +3.9% | +6.9% |
| 3Y | +256.8% | +46.0% | +210.8% | +200.5% |
| 5Y | +408.2% | +45.6% | +362.5% | +324.3% |
| All | +565.2% | +107.4% | +457.8% | +463.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling