+807.1%
FLEX vs FND
+66.0%
+741.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.9% |
| 7D | -0.9% | -5.2% | +4.3% | +1.0% |
| 30D | -10.1% | -19.9% | +9.7% | -2.9% |
| 3M | -31.3% | +2.7% | -34.1% | -33.2% |
| 6M | +71.3% | -21.7% | +92.9% | +83.6% |
| YTD | +81.2% | -17.5% | +98.8% | +88.4% |
| 1Y | +98.5% | -39.3% | +137.8% | +129.6% |
| 3Y | +428.2% | -49.8% | +478.0% | +524.7% |
| 5Y | +657.3% | -60.1% | +717.3% | +816.9% |
| All | +807.1% | +66.0% | +741.1% | +558.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling