+241.2%
FLEX vs FN
+80.0%
+161.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.2% | +0.6% | -6.6% |
| 7D | -28.3% | -16.0% | -12.3% | -21.8% |
| 30D | -45.0% | -40.1% | -4.9% | -29.4% |
| 3M | -45.2% | -43.9% | -1.4% | -28.5% |
| 6M | -30.8% | -55.6% | +24.8% | -1.0% |
| YTD | +10.4% | -35.7% | +46.1% | +31.3% |
| 1Y | +2.3% | -39.8% | +42.1% | +24.4% |
| All | +241.2% | +80.0% | +161.2% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling