+521.1%
FLEX vs FND
+57.9%
+463.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.2% |
| 7D | +7.5% | -6.8% | +14.3% | +10.3% |
| 30D | -25.3% | +8.0% | -33.3% | -28.2% |
| 3M | -39.7% | -18.9% | -20.7% | -35.8% |
| 6M | -47.9% | +4.7% | -52.6% | -50.4% |
| YTD | +24.1% | -21.6% | +45.7% | +29.6% |
| 1Y | +26.0% | -22.0% | +48.0% | +31.3% |
| 3Y | +282.7% | -40.4% | +323.1% | +319.1% |
| 5Y | +424.2% | -63.8% | +488.0% | +553.6% |
| All | +521.1% | +57.9% | +463.2% | +352.8% |
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