+104.7%
FLEX vs FND
-44.9%
+149.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.6% | +9.0% | +5.5% |
| 7D | +7.0% | +0.4% | +6.6% | +6.7% |
| 30D | -5.8% | -23.6% | +17.8% | +0.5% |
| 3M | -24.2% | +4.3% | -28.5% | -27.0% |
| 6M | +90.8% | -20.3% | +111.1% | +91.8% |
| YTD | +89.2% | -21.3% | +110.5% | +88.3% |
| 1Y | +104.7% | -45.4% | +150.1% | +111.1% |
| All | +104.7% | -44.9% | +149.6% | +111.1% |
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