+442.4%
FLEX vs FGI
-4.4%
+446.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | +1.4% |
| 7D | -0.9% | +0.5% | -1.4% | -0.9% |
| 30D | -10.1% | +65.4% | -75.6% | -11.5% |
| 3M | -31.3% | +23.5% | -54.8% | -32.1% |
| 6M | +71.3% | +60.5% | +10.7% | +67.8% |
| YTD | +81.2% | +30.0% | +51.2% | +77.8% |
| 1Y | +98.5% | +82.1% | +16.4% | +94.5% |
| All | +442.4% | -4.4% | +446.8% | +452.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling