+25.0%
FLEX vs FND
-10.3%
+35.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +10.9% | -23.3% | -14.0% |
| 7D | -17.0% | +12.3% | -29.3% | -18.7% |
| 30D | -33.8% | +14.7% | -48.6% | -35.7% |
| 3M | -39.0% | -12.0% | -27.0% | -36.8% |
| 6M | -15.9% | +10.8% | -26.7% | -19.3% |
| YTD | +27.8% | -12.3% | +40.1% | +23.2% |
| 1Y | +25.0% | -13.4% | +38.4% | +19.3% |
| All | +25.0% | -10.3% | +35.2% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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