+24.2%
FLEX vs FGI
+51.2%
-27.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.2% |
| 7D | +17.1% | +13.5% | +3.6% | +16.7% |
| 30D | -29.5% | +17.1% | -46.7% | -29.8% |
| 3M | -37.3% | +78.0% | -115.3% | -39.3% |
| 6M | -44.1% | +46.4% | -90.5% | -45.6% |
| YTD | +29.3% | +47.7% | -18.4% | +22.2% |
| 1Y | +24.2% | +56.8% | -32.6% | +16.3% |
| All | +24.2% | +51.2% | -27.0% | +16.3% |
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