+846.9%
FLEX vs FND
+58.4%
+788.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.6% | +9.0% | +6.1% |
| 7D | +7.0% | +0.4% | +6.6% | +6.7% |
| 30D | -5.8% | -23.6% | +17.8% | +3.6% |
| 3M | -24.2% | +4.3% | -28.5% | -26.9% |
| 6M | +90.8% | -20.3% | +111.1% | +102.8% |
| YTD | +89.2% | -21.3% | +110.5% | +99.8% |
| 1Y | +104.7% | -45.4% | +150.1% | +146.3% |
| 3Y | +478.1% | -48.9% | +527.0% | +577.2% |
| 5Y | +726.2% | -61.0% | +787.2% | +906.8% |
| All | +846.9% | +58.4% | +788.5% | +598.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling