+663.2%
FLEX vs FE
+45.0%
+618.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -0.9% | +1.9% | -2.8% | -1.2% |
| 30D | -10.1% | -1.2% | -9.0% | -10.0% |
| 3M | -31.3% | +3.5% | -34.8% | -32.0% |
| 6M | +71.3% | -6.1% | +77.3% | +73.4% |
| YTD | +81.2% | +7.6% | +73.6% | +77.6% |
| 1Y | +98.5% | +11.9% | +86.6% | +92.4% |
| 3Y | +428.2% | +48.4% | +379.8% | +353.5% |
| All | +663.2% | +45.0% | +618.3% | +552.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling