+241.2%
FLEX vs FE
+44.7%
+196.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.2% | -13.4% | -13.6% |
| 7D | -28.3% | +0.6% | -28.9% | -28.2% |
| 30D | -45.0% | +6.4% | -51.4% | -44.4% |
| 3M | -45.2% | -0.5% | -44.8% | -45.2% |
| 6M | -30.8% | +4.7% | -35.6% | -30.2% |
| YTD | +10.4% | +8.4% | +2.1% | +11.7% |
| 1Y | +2.3% | +7.2% | -5.0% | +3.5% |
| All | +241.2% | +44.7% | +196.5% | +228.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling