+282.7%
FLEX vs FND
-39.5%
+322.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.4% |
| 7D | +7.5% | -6.8% | +14.3% | +9.7% |
| 30D | -25.3% | +8.0% | -33.3% | -27.5% |
| 3M | -39.7% | -18.9% | -20.7% | -36.2% |
| 6M | -47.9% | +4.7% | -52.6% | -50.1% |
| YTD | +24.1% | -21.6% | +45.7% | +28.2% |
| 1Y | +26.0% | -22.0% | +48.0% | +29.9% |
| 3Y | +282.7% | -40.4% | +323.1% | +303.5% |
| All | +282.7% | -39.5% | +322.2% | +303.5% |
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