+1,086.7%
FLEX vs INDA
+81.7%
+1,005.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.7% |
| 7D | +6.4% | -2.6% | +9.0% | +8.6% |
| 30D | -5.9% | -2.9% | -2.9% | -3.7% |
| 3M | -23.5% | +2.4% | -25.8% | -25.0% |
| 6M | +83.7% | -2.6% | +86.3% | +88.3% |
| YTD | +86.5% | -10.0% | +96.4% | +103.1% |
| 1Y | +100.5% | -7.7% | +108.2% | +113.8% |
| 3Y | +469.8% | +8.9% | +461.0% | +432.4% |
| 5Y | +725.7% | +6.0% | +719.7% | +692.2% |
| 10Y | +1,086.7% | +84.4% | +1,002.3% | +696.9% |
| All | +1,086.7% | +81.7% | +1,005.0% | +696.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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