+10.2%
FLEX vs FN
-33.3%
+43.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.7% | -7.1% | -2.0% |
| 7D | -19.3% | 0.0% | -19.3% | -19.4% |
| 30D | -41.5% | -34.3% | -7.2% | -26.5% |
| 3M | -43.1% | -39.9% | -3.3% | -26.4% |
| 6M | -48.2% | -51.8% | +3.6% | -27.2% |
| YTD | +15.5% | -28.1% | +43.6% | +28.0% |
| 1Y | +10.2% | -29.1% | +39.3% | +21.0% |
| All | +10.2% | -33.3% | +43.5% | +21.0% |
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