+533.0%
FLEX vs FGI
-70.0%
+603.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.7% |
| 7D | -13.6% | -4.1% | -9.5% | -13.5% |
| 30D | -36.5% | -3.4% | -33.1% | -36.5% |
| 3M | -36.4% | +61.8% | -98.2% | -37.9% |
| 6M | -46.5% | +17.0% | -63.5% | -47.5% |
| YTD | +25.9% | +31.4% | -5.5% | +21.9% |
| 1Y | +19.6% | +42.7% | -23.1% | +15.3% |
| 3Y | +287.0% | -0.1% | +287.1% | +272.8% |
| All | +533.0% | -70.0% | +603.1% | +524.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling