+256.8%
FLEX vs FGI
+1.5%
+255.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.3% | +4.6% |
| 7D | -19.3% | -7.0% | -12.4% | -19.2% |
| 30D | -41.5% | -4.2% | -37.3% | -41.5% |
| 3M | -43.1% | +55.6% | -98.7% | -44.0% |
| 6M | -48.2% | -3.2% | -45.1% | -48.7% |
| YTD | +15.5% | +29.1% | -13.6% | +13.2% |
| 1Y | +10.2% | +51.0% | -40.8% | +8.0% |
| 3Y | +256.8% | +1.5% | +255.3% | +262.7% |
| All | +256.8% | +1.5% | +255.3% | +262.7% |
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