+303.1%
FLEX vs FFIV
+102.3%
+200.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.4% |
| 7D | +2.2% | -2.9% | +5.2% | +4.1% |
| 30D | -32.6% | -32.4% | -0.2% | -20.3% |
| 3M | -35.5% | -22.7% | -12.8% | -29.6% |
| 6M | -45.6% | -10.7% | -34.9% | -45.0% |
| YTD | +30.7% | +25.4% | +5.3% | +8.1% |
| 1Y | +28.4% | +34.2% | -5.8% | +1.9% |
| All | +303.1% | +102.3% | +200.8% | +171.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling