+1,752.0%
FLEX vs FE
+566.1%
+1,185.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.2% | -13.4% | -13.5% |
| 7D | -28.3% | +0.6% | -28.9% | -28.5% |
| 30D | -45.0% | +6.4% | -51.4% | -46.5% |
| 3M | -45.2% | -0.5% | -44.8% | -45.3% |
| 6M | -30.8% | +4.7% | -35.6% | -32.7% |
| YTD | +10.4% | +8.4% | +2.1% | +5.7% |
| 1Y | +2.3% | +7.2% | -5.0% | -1.8% |
| 3Y | +238.9% | +44.9% | +194.0% | +179.6% |
| 5Y | +386.0% | +46.3% | +339.7% | +295.0% |
| 10Y | +551.1% | +110.3% | +440.9% | +332.8% |
| All | +1,752.0% | +566.1% | +1,185.9% | +721.4% |
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