+304.4%
FLEX vs INDA
+16.9%
+287.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.1% |
| 7D | -7.2% | +6.1% | -13.3% | -12.2% |
| 30D | -34.8% | +11.7% | -46.5% | -41.5% |
| 3M | -35.6% | +2.1% | -37.6% | -36.9% |
| 6M | -45.0% | +3.2% | -48.2% | -46.7% |
| YTD | +29.4% | -4.9% | +34.3% | +33.9% |
| 1Y | +24.8% | -4.4% | +29.1% | +28.4% |
| 3Y | +304.4% | +17.6% | +286.8% | +271.7% |
| All | +304.4% | +16.9% | +287.5% | +271.7% |
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