+2,939.4%
FLEX vs FE
+561.4%
+2,377.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | -0.9% | +1.9% | -2.8% | -1.7% |
| 30D | -10.1% | -1.2% | -9.0% | -9.8% |
| 3M | -31.3% | +3.5% | -34.8% | -32.7% |
| 6M | +71.3% | -6.1% | +77.3% | +74.2% |
| YTD | +81.2% | +7.6% | +73.6% | +74.2% |
| 1Y | +98.5% | +11.9% | +86.6% | +87.3% |
| 3Y | +428.2% | +48.4% | +379.8% | +331.3% |
| 5Y | +657.3% | +44.8% | +612.5% | +518.7% |
| 10Y | +995.9% | +115.9% | +880.0% | +619.9% |
| All | +2,939.4% | +561.4% | +2,377.9% | +1,254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling