+651.7%
FLEX vs FFIV
+130.1%
+521.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.3% |
| 7D | +2.2% | -2.9% | +5.2% | +4.6% |
| 30D | -32.6% | -32.4% | -0.2% | -16.8% |
| 3M | -35.5% | -22.7% | -12.8% | -27.1% |
| 6M | -45.6% | -10.7% | -34.9% | -43.9% |
| YTD | +30.7% | +25.4% | +5.3% | +7.2% |
| 1Y | +28.4% | +34.2% | -5.8% | +0.6% |
| 3Y | +301.7% | +101.2% | +200.5% | +135.8% |
| 5Y | +473.3% | +42.0% | +431.3% | +313.1% |
| 10Y | +651.7% | +126.7% | +525.0% | +268.3% |
| All | +651.7% | +130.1% | +521.7% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling