+663.2%
FLEX vs FFIV
+91.3%
+571.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | -0.9% | -1.0% | +0.1% | -0.4% |
| 30D | -10.1% | -5.1% | -5.1% | -7.4% |
| 3M | -31.3% | -4.5% | -26.9% | -29.3% |
| 6M | +71.3% | +36.5% | +34.8% | +42.2% |
| YTD | +81.2% | +53.0% | +28.3% | +39.5% |
| 1Y | +98.5% | +24.2% | +74.3% | +71.1% |
| 3Y | +428.2% | +137.2% | +291.0% | +207.8% |
| All | +663.2% | +91.3% | +571.9% | +380.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling