+256.8%
FLEX vs FND
-36.7%
+293.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | -19.3% | +7.7% | -27.0% | -21.3% |
| 30D | -41.5% | +11.9% | -53.4% | -43.8% |
| 3M | -43.1% | -14.6% | -28.5% | -40.8% |
| 6M | -48.2% | +0.5% | -48.7% | -49.6% |
| YTD | +15.5% | -15.8% | +31.3% | +16.9% |
| 1Y | +10.2% | -12.9% | +23.1% | +9.8% |
| 3Y | +256.8% | -34.2% | +291.0% | +260.4% |
| All | +256.8% | -36.7% | +293.6% | +260.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling