+25.0%
FLEX vs FN
-25.7%
+50.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.0% | -6.4% | -9.0% |
| 7D | -17.0% | -7.0% | -10.0% | -13.7% |
| 30D | -33.8% | -24.7% | -9.1% | -22.7% |
| 3M | -39.0% | -35.7% | -3.4% | -24.0% |
| 6M | -15.9% | -52.4% | +36.5% | +18.6% |
| YTD | +27.8% | -25.0% | +52.8% | +37.9% |
| 1Y | +25.0% | -25.7% | +50.6% | +33.3% |
| All | +25.0% | -25.7% | +50.7% | +33.3% |
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