+789.6%
FLEX vs FTV
+124.8%
+664.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.6% | +9.4% | +10.1% |
| 7D | -7.2% | +0.4% | -7.6% | -7.2% |
| 30D | -34.8% | +17.2% | -52.0% | -41.8% |
| 3M | -35.6% | +8.9% | -44.4% | -39.4% |
| 6M | -45.0% | +11.3% | -56.3% | -49.5% |
| YTD | +29.4% | +21.9% | +7.4% | +7.8% |
| 1Y | +24.8% | +31.6% | -6.8% | -2.1% |
| 3Y | +304.4% | +38.1% | +266.3% | +202.4% |
| 5Y | +484.1% | +15.7% | +468.4% | +392.8% |
| 10Y | +640.4% | +107.5% | +532.9% | +317.9% |
| All | +789.6% | +124.8% | +664.8% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling