+416.7%
FLEX vs FND
-61.6%
+478.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | -19.3% | +7.7% | -27.0% | -21.6% |
| 30D | -41.5% | +11.9% | -53.4% | -44.1% |
| 3M | -43.1% | -14.6% | -28.5% | -40.9% |
| 6M | -48.2% | +0.5% | -48.7% | -49.8% |
| YTD | +15.5% | -15.8% | +31.3% | +17.3% |
| 1Y | +10.2% | -12.9% | +23.1% | +10.2% |
| 3Y | +256.8% | -34.2% | +291.0% | +273.7% |
| All | +416.7% | -61.6% | +478.3% | +550.7% |
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