+1,086.7%
FLEX vs FTI
+297.7%
+789.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +6.4% | -2.3% | +8.7% | +7.2% |
| 30D | -5.9% | +5.0% | -10.9% | -7.4% |
| 3M | -23.5% | +13.8% | -37.3% | -27.0% |
| 6M | +83.7% | +22.9% | +60.8% | +70.1% |
| YTD | +86.5% | +75.0% | +11.5% | +53.4% |
| 1Y | +100.5% | +96.9% | +3.6% | +58.0% |
| 3Y | +469.8% | +276.7% | +193.1% | +253.7% |
| 5Y | +725.7% | +1,157.0% | -431.4% | +219.0% |
| 10Y | +1,086.7% | +310.7% | +776.0% | +440.2% |
| All | +1,086.7% | +297.7% | +789.0% | +440.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling