+446.2%
FLEX vs FFIV
+40.7%
+405.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.7% |
| 7D | +17.1% | +1.9% | +15.2% | +16.0% |
| 30D | -29.5% | -33.3% | +3.8% | -14.2% |
| 3M | -37.3% | -24.9% | -12.4% | -29.1% |
| 6M | -44.1% | -10.5% | -33.6% | -43.0% |
| YTD | +29.3% | +24.4% | +4.9% | +7.0% |
| 1Y | +24.2% | +32.3% | -8.1% | -1.1% |
| 3Y | +297.3% | +99.7% | +197.6% | +142.8% |
| 5Y | +446.2% | +38.4% | +407.7% | +290.5% |
| All | +446.2% | +40.7% | +405.5% | +290.5% |
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