+478.1%
FLEX vs INDA
+10.1%
+467.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.9% |
| 7D | +7.0% | -1.0% | +8.0% | +7.8% |
| 30D | -5.8% | -2.5% | -3.3% | -3.6% |
| 3M | -24.2% | +4.0% | -28.2% | -27.1% |
| 6M | +90.8% | -1.8% | +92.6% | +93.3% |
| YTD | +89.2% | -9.2% | +98.4% | +103.9% |
| 1Y | +104.7% | -7.2% | +111.9% | +116.2% |
| 3Y | +478.1% | +9.8% | +468.3% | +494.7% |
| All | +478.1% | +10.1% | +467.9% | +494.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling