+652.8%
FLEX vs FHN
+81.8%
+571.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +2.2% | -0.9% | +3.1% | +2.9% |
| 30D | -32.6% | +2.0% | -34.7% | -33.3% |
| 3M | -35.5% | -6.8% | -28.7% | -33.4% |
| 6M | -45.6% | -0.8% | -44.8% | -45.5% |
| YTD | +30.7% | +0.6% | +30.1% | +30.4% |
| 1Y | +28.4% | +11.5% | +16.8% | +22.2% |
| 3Y | +301.7% | +130.0% | +171.7% | +174.0% |
| 5Y | +473.3% | +60.8% | +412.5% | +308.6% |
| All | +652.8% | +81.8% | +571.0% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling