+304.4%
FLEX vs FTI
+210.5%
+93.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.7% | +11.3% | +11.7% |
| 7D | -7.2% | -4.3% | -2.8% | -5.0% |
| 30D | -34.8% | -8.0% | -26.7% | -32.2% |
| 3M | -35.6% | -8.0% | -27.5% | -33.1% |
| 6M | -45.0% | -8.7% | -36.3% | -43.1% |
| YTD | +29.4% | +43.9% | -14.5% | +10.4% |
| 1Y | +24.8% | +49.8% | -25.0% | +4.6% |
| 3Y | +304.4% | +211.7% | +92.7% | +158.7% |
| All | +304.4% | +210.5% | +93.9% | +158.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling