+652.8%
FLEX vs FN
+800.2%
-147.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.9% | -2.1% | +1.0% |
| 7D | +2.2% | +8.0% | -5.8% | -1.2% |
| 30D | -32.6% | -19.1% | -13.5% | -25.4% |
| 3M | -35.5% | -29.8% | -5.7% | -24.7% |
| 6M | -45.6% | -43.2% | -2.4% | -31.3% |
| YTD | +30.7% | -18.9% | +49.7% | +38.3% |
| 1Y | +28.4% | -17.9% | +46.2% | +34.4% |
| 3Y | +301.7% | +120.1% | +181.5% | +153.1% |
| 5Y | +473.3% | +206.7% | +266.6% | +190.9% |
| All | +652.8% | +800.2% | -147.4% | +139.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling