+416.7%
FLEX vs FN
+170.4%
+246.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.7% | -7.1% | -0.8% |
| 7D | -19.3% | 0.0% | -19.3% | -19.3% |
| 30D | -41.5% | -34.3% | -7.2% | -29.2% |
| 3M | -43.1% | -39.9% | -3.3% | -29.3% |
| 6M | -48.2% | -51.8% | +3.6% | -30.4% |
| YTD | +15.5% | -28.1% | +43.6% | +29.4% |
| 1Y | +10.2% | -29.1% | +39.3% | +23.6% |
| 3Y | +256.8% | +102.4% | +154.4% | +151.2% |
| All | +416.7% | +170.4% | +246.3% | +191.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling