+567.8%
FLEX vs FTI
+2,165.1%
-1,597.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.9% | +5.3% | -6.2% | -3.1% |
| 30D | -10.1% | +15.3% | -25.5% | -15.4% |
| 3M | -31.3% | +15.8% | -47.1% | -35.6% |
| 6M | +71.3% | +22.6% | +48.7% | +56.0% |
| YTD | +81.2% | +79.5% | +1.7% | +40.9% |
| 1Y | +98.5% | +102.0% | -3.5% | +46.2% |
| 3Y | +428.2% | +315.8% | +112.4% | +178.3% |
| 5Y | +657.3% | +1,129.5% | -472.2% | +128.6% |
| 10Y | +995.9% | +320.9% | +675.0% | +319.7% |
| All | +567.8% | +2,165.1% | -1,597.3% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling