+98.5%
FLEX vs FLR
+31.2%
+67.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.7% |
| 7D | -0.9% | +5.4% | -6.3% | -3.8% |
| 30D | -10.1% | +11.4% | -21.5% | -16.3% |
| 3M | -31.3% | +11.4% | -42.8% | -35.6% |
| 6M | +71.3% | +16.6% | +54.6% | +53.9% |
| YTD | +81.2% | +41.7% | +39.5% | +46.2% |
| 1Y | +98.5% | +35.4% | +63.1% | +64.1% |
| All | +98.5% | +31.2% | +67.3% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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