+19.6%
FLEX vs FLR
+7.1%
+12.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -13.6% | +5.1% | -18.7% | -15.9% |
| 30D | -36.5% | -0.5% | -36.0% | -36.0% |
| 3M | -36.4% | -3.5% | -33.0% | -34.9% |
| 6M | -46.5% | +16.5% | -62.9% | -50.4% |
| YTD | +25.9% | +27.3% | -1.3% | +7.0% |
| 1Y | +19.6% | +10.6% | +8.9% | +12.6% |
| All | +19.6% | +7.1% | +12.5% | +12.6% |
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