+725.7%
FLEX vs FND
-61.3%
+786.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +6.4% | -0.8% | +7.1% | +6.5% |
| 30D | -5.9% | -19.6% | +13.7% | +0.7% |
| 3M | -23.5% | -4.3% | -19.1% | -23.5% |
| 6M | +83.7% | -20.4% | +104.2% | +93.8% |
| YTD | +86.5% | -21.9% | +108.4% | +95.8% |
| 1Y | +100.5% | -45.2% | +145.7% | +135.8% |
| 3Y | +469.8% | -49.2% | +519.1% | +555.9% |
| 5Y | +725.7% | -61.8% | +787.5% | +862.3% |
| All | +725.7% | -61.3% | +786.9% | +862.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling