+256.8%
FLEX vs FE
+44.1%
+212.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.5% |
| 7D | -19.3% | 0.0% | -19.3% | -19.3% |
| 30D | -41.5% | +5.2% | -46.7% | -41.0% |
| 3M | -43.1% | 0.0% | -43.1% | -43.1% |
| 6M | -48.2% | +5.0% | -53.2% | -47.8% |
| YTD | +15.5% | +7.9% | +7.6% | +16.8% |
| 1Y | +10.2% | +6.3% | +3.9% | +11.5% |
| 3Y | +256.8% | +46.0% | +210.8% | +242.9% |
| All | +256.8% | +44.1% | +212.7% | +242.9% |
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