+651.7%
FLEX vs FTV
+107.5%
+544.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.5% | +3.6% |
| 7D | +2.2% | -0.7% | +2.9% | +3.3% |
| 30D | -32.6% | +18.3% | -51.0% | -40.5% |
| 3M | -35.5% | +10.2% | -45.7% | -39.9% |
| 6M | -45.6% | +12.8% | -58.4% | -50.6% |
| YTD | +30.7% | +23.4% | +7.3% | +7.7% |
| 1Y | +28.4% | +31.4% | -3.1% | +0.5% |
| 3Y | +301.7% | +38.7% | +263.0% | +198.1% |
| 5Y | +473.3% | +18.6% | +454.7% | +373.2% |
| 10Y | +651.7% | +110.1% | +541.6% | +307.7% |
| All | +651.7% | +107.5% | +544.3% | +307.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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