+1,307.8%
FLEX vs FN
+2,575.5%
-1,267.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.2% | +0.6% | -8.6% |
| 7D | -28.3% | -16.0% | -12.3% | -23.6% |
| 30D | -45.0% | -40.1% | -4.9% | -33.9% |
| 3M | -45.2% | -43.9% | -1.4% | -33.2% |
| 6M | -30.8% | -55.6% | +24.8% | -9.2% |
| YTD | +10.4% | -35.7% | +46.1% | +26.8% |
| 1Y | +2.3% | -39.8% | +42.1% | +19.6% |
| 3Y | +238.9% | +80.3% | +158.6% | +170.2% |
| 5Y | +386.0% | +143.3% | +242.7% | +242.7% |
| 10Y | +551.1% | +682.3% | -131.2% | +237.1% |
| All | +1,307.8% | +2,575.5% | -1,267.7% | +544.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling