+26.0%
FLEX vs FGI
+17.8%
+8.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -25.2% | +21.2% | -3.3% |
| 7D | +7.5% | -14.4% | +21.9% | +7.9% |
| 30D | -25.3% | -11.8% | -13.5% | -25.0% |
| 3M | -39.7% | -46.2% | +6.6% | -38.9% |
| 6M | -47.9% | +5.2% | -53.0% | -48.7% |
| YTD | +24.1% | +10.5% | +13.6% | +18.6% |
| 1Y | +26.0% | +25.5% | +0.5% | +18.1% |
| All | +26.0% | +17.8% | +8.2% | +18.1% |
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