+19.6%
FLEX vs FFIV
+28.6%
-9.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | -13.6% | -4.2% | -9.5% | -12.0% |
| 30D | -36.5% | -33.9% | -2.6% | -27.2% |
| 3M | -36.4% | -22.6% | -13.8% | -33.6% |
| 6M | -46.5% | -10.4% | -36.1% | -47.1% |
| YTD | +25.9% | +24.3% | +1.6% | +8.0% |
| 1Y | +19.6% | +31.8% | -12.2% | -0.3% |
| All | +19.6% | +28.6% | -9.1% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling