+640.4%
FLEX vs FTI
+185.2%
+455.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.7% | +11.3% | +11.8% |
| 7D | -7.2% | -4.3% | -2.8% | -5.4% |
| 30D | -34.8% | -8.0% | -26.7% | -32.7% |
| 3M | -35.6% | -8.0% | -27.5% | -33.6% |
| 6M | -45.0% | -8.7% | -36.3% | -43.4% |
| YTD | +29.4% | +43.9% | -14.5% | +13.9% |
| 1Y | +24.8% | +49.8% | -25.0% | +8.3% |
| 3Y | +304.4% | +211.7% | +92.7% | +168.5% |
| 5Y | +484.1% | +781.6% | -297.5% | +156.3% |
| 10Y | +640.4% | +180.2% | +460.2% | +258.6% |
| All | +640.4% | +185.2% | +455.2% | +258.6% |
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