+386.0%
FLEX vs FN
+148.3%
+237.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.2% | +0.6% | -7.1% |
| 7D | -28.3% | -16.0% | -12.3% | -22.2% |
| 30D | -45.0% | -40.1% | -4.9% | -30.4% |
| 3M | -45.2% | -43.9% | -1.4% | -29.6% |
| 6M | -30.8% | -55.6% | +24.8% | -2.9% |
| YTD | +10.4% | -35.7% | +46.1% | +30.4% |
| 1Y | +2.3% | -39.8% | +42.1% | +23.5% |
| 3Y | +238.9% | +80.3% | +158.6% | +151.9% |
| 5Y | +386.0% | +143.3% | +242.7% | +189.6% |
| All | +386.0% | +148.3% | +237.7% | +189.6% |
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