+19.6%
FLEX vs FGI
+45.2%
-25.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -36.4% |
| 3M | -36.4% | +61.8% | -98.2% | -38.3% |
| 6M | -46.5% | +17.0% | -63.5% | -47.5% |
| YTD | +25.9% | +31.4% | -5.5% | +19.4% |
| 1Y | +19.6% | +42.7% | -23.1% | +13.6% |
| All | +19.6% | +45.2% | -25.6% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling