+652.8%
FLEX vs INDA
+116.0%
+536.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.0% | +4.0% |
| 7D | +2.2% | +3.1% | -0.9% | -0.2% |
| 30D | -32.6% | +11.3% | -43.9% | -38.6% |
| 3M | -35.5% | +3.0% | -38.5% | -37.3% |
| 6M | -45.6% | +6.5% | -52.1% | -48.5% |
| YTD | +30.7% | -4.6% | +35.3% | +35.4% |
| 1Y | +28.4% | -5.8% | +34.1% | +34.3% |
| 3Y | +301.7% | +16.8% | +284.9% | +253.3% |
| 5Y | +473.3% | +10.4% | +462.9% | +428.6% |
| All | +652.8% | +116.0% | +536.8% | +374.5% |
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