+376.7%
FLEX vs FTI
+1,715.2%
-1,338.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -32.3% |
| 3M | -35.6% | -8.0% | -27.5% | -33.2% |
| 6M | -45.0% | -8.7% | -36.3% | -43.2% |
| YTD | +29.4% | +43.9% | -14.5% | +10.5% |
| 1Y | +24.8% | +49.8% | -25.0% | +4.7% |
| 3Y | +304.4% | +211.7% | +92.7% | +141.7% |
| 5Y | +484.1% | +781.6% | -297.5% | +105.2% |
| 10Y | +640.4% | +180.2% | +460.2% | +242.6% |
| All | +376.7% | +1,715.2% | -1,338.5% | -43.4% |
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