+98.5%
FLEX vs FN
+17.1%
+81.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | -0.1% |
| 7D | -0.9% | -1.7% | +0.8% | 0.0% |
| 30D | -10.1% | -22.0% | +11.8% | +0.7% |
| 3M | -31.3% | -43.0% | +11.7% | -11.1% |
| 6M | +71.3% | -27.7% | +99.0% | +91.3% |
| YTD | +81.2% | -10.5% | +91.8% | +76.8% |
| 1Y | +98.5% | +12.5% | +86.0% | +63.2% |
| All | +98.5% | +17.1% | +81.4% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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