+1,146.3%
FLEX vs FTV
+90.8%
+1,055.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.2% |
| 7D | -0.9% | -4.5% | +3.6% | +2.5% |
| 30D | -10.1% | -7.1% | -3.1% | -5.3% |
| 3M | -31.3% | -7.2% | -24.2% | -28.1% |
| 6M | +71.3% | -1.5% | +72.8% | +71.2% |
| YTD | +81.2% | +3.5% | +77.8% | +70.2% |
| 1Y | +98.5% | +20.3% | +78.1% | +64.6% |
| 3Y | +428.2% | -3.1% | +431.4% | +415.9% |
| 5Y | +657.3% | +2.3% | +654.9% | +594.9% |
| 10Y | +995.9% | +76.3% | +919.6% | +592.0% |
| All | +1,146.3% | +90.8% | +1,055.5% | +649.9% |
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