+565.2%
FLEX vs FHN
+109.0%
+456.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | -19.3% | -1.0% | -18.3% | -19.0% |
| 30D | -41.5% | +0.2% | -41.7% | -41.7% |
| 3M | -43.1% | -9.0% | -34.1% | -40.7% |
| 6M | -48.2% | -6.8% | -41.4% | -46.7% |
| YTD | +15.5% | -1.5% | +17.0% | +16.2% |
| 1Y | +10.2% | +10.9% | -0.7% | +5.2% |
| 3Y | +256.8% | +119.4% | +137.5% | +149.0% |
| 5Y | +408.2% | +57.5% | +350.7% | +266.3% |
| All | +565.2% | +109.0% | +456.2% | +286.1% |
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