+104.7%
FLEX vs FTV
+19.1%
+85.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +4.5% |
| 7D | +7.0% | -0.4% | +7.4% | +7.0% |
| 30D | -5.8% | -8.3% | +2.5% | -4.6% |
| 3M | -24.2% | -7.4% | -16.8% | -22.9% |
| 6M | +90.8% | -1.2% | +92.0% | +90.9% |
| YTD | +89.2% | +2.7% | +86.5% | +92.0% |
| 1Y | +104.7% | +18.4% | +86.3% | +98.4% |
| All | +104.7% | +19.1% | +85.6% | +98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling