+1,039.8%
FLEX vs FFIV
+7,518.9%
-6,479.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -0.9% | -1.0% | +0.1% | -0.6% |
| 30D | -10.1% | -5.1% | -5.1% | -8.6% |
| 3M | -31.3% | -4.5% | -26.9% | -30.1% |
| 6M | +71.3% | +36.5% | +34.8% | +54.6% |
| YTD | +81.2% | +53.0% | +28.3% | +57.0% |
| 1Y | +98.5% | +24.2% | +74.3% | +83.3% |
| 3Y | +428.2% | +137.2% | +291.0% | +295.3% |
| 5Y | +657.3% | +91.8% | +565.5% | +504.8% |
| 10Y | +995.9% | +215.2% | +780.8% | +648.9% |
| All | +1,039.8% | +7,518.9% | -6,479.2% | +179.0% |
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