+626.2%
FLEX vs FFIV
+5,965.2%
-5,339.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | -19.3% | -8.1% | -11.2% | -16.8% |
| 30D | -41.5% | -33.4% | -8.1% | -33.9% |
| 3M | -43.1% | -24.7% | -18.4% | -38.3% |
| 6M | -48.2% | -8.8% | -39.4% | -47.2% |
| YTD | +15.5% | +21.8% | -6.3% | +6.6% |
| 1Y | +10.2% | +25.3% | -15.1% | +0.7% |
| 3Y | +256.8% | +101.2% | +155.7% | +178.5% |
| 5Y | +408.2% | +40.2% | +368.0% | +344.5% |
| 10Y | +580.8% | +129.0% | +451.8% | +410.2% |
| All | +626.2% | +5,965.2% | -5,339.0% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling