+694.1%
FLEX vs FTV
+119.0%
+575.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.6% | +4.6% |
| 7D | -19.3% | +0.2% | -19.5% | -19.4% |
| 30D | -41.5% | +15.7% | -57.2% | -47.4% |
| 3M | -43.1% | +7.5% | -50.6% | -46.1% |
| 6M | -48.2% | +8.5% | -56.7% | -51.6% |
| YTD | +15.5% | +18.8% | -3.3% | -2.0% |
| 1Y | +10.2% | +28.5% | -18.3% | -12.2% |
| 3Y | +256.8% | +34.0% | +222.8% | +172.4% |
| 5Y | +408.2% | +12.6% | +395.6% | +336.8% |
| 10Y | +580.8% | +111.4% | +469.4% | +282.6% |
| All | +694.1% | +119.0% | +575.1% | +331.8% |
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