+442.4%
FLEX vs FE
+49.5%
+393.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.4% |
| 7D | -0.9% | +1.9% | -2.8% | -0.6% |
| 30D | -10.1% | -1.2% | -9.0% | -10.3% |
| 3M | -31.3% | +3.5% | -34.8% | -31.1% |
| 6M | +71.3% | -6.1% | +77.3% | +71.8% |
| YTD | +81.2% | +7.6% | +73.6% | +82.6% |
| 1Y | +98.5% | +11.9% | +86.6% | +100.6% |
| All | +442.4% | +49.5% | +393.0% | +427.0% |
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 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