+644.7%
FLEX vs FE
+123.7%
+521.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +17.1% | -0.3% | +17.4% | +17.2% |
| 30D | -29.5% | +3.9% | -33.4% | -30.5% |
| 3M | -37.3% | -0.1% | -37.2% | -37.4% |
| 6M | -44.1% | +6.1% | -50.2% | -45.5% |
| YTD | +29.3% | +8.1% | +21.2% | +24.8% |
| 1Y | +24.2% | +4.4% | +19.7% | +21.2% |
| 3Y | +297.3% | +49.0% | +248.3% | +231.6% |
| 5Y | +446.2% | +46.1% | +400.1% | +355.1% |
| All | +644.7% | +123.7% | +521.0% | +524.0% |
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