+547.5%
FLEX vs FND
+76.3%
+471.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.1% | +8.0% | +10.6% |
| 7D | -7.2% | +8.5% | -15.7% | -10.4% |
| 30D | -34.8% | +17.2% | -52.0% | -39.1% |
| 3M | -35.6% | -14.9% | -20.7% | -32.7% |
| 6M | -45.0% | +3.1% | -48.1% | -47.4% |
| YTD | +29.4% | -12.4% | +41.8% | +29.9% |
| 1Y | +24.8% | -10.0% | +34.8% | +23.5% |
| 3Y | +304.4% | -31.3% | +335.7% | +320.4% |
| 5Y | +484.1% | -60.3% | +544.4% | +605.1% |
| All | +547.5% | +76.3% | +471.2% | +353.7% |
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