+614.8%
FLEX vs FE
+126.1%
+488.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.4% |
| 7D | +7.5% | +1.2% | +6.2% | +7.0% |
| 30D | -25.3% | +4.5% | -29.8% | -26.4% |
| 3M | -39.7% | +1.3% | -41.0% | -40.0% |
| 6M | -47.9% | +8.7% | -56.5% | -49.6% |
| YTD | +24.1% | +9.2% | +14.9% | +19.3% |
| 1Y | +26.0% | +7.0% | +19.0% | +21.9% |
| 3Y | +282.7% | +51.4% | +231.3% | +217.6% |
| 5Y | +424.2% | +47.7% | +376.5% | +335.3% |
| All | +614.8% | +126.1% | +488.7% | +496.7% |
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