+484.1%
FLEX vs INDA
+9.4%
+474.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.0% |
| 7D | -7.2% | +6.1% | -13.3% | -12.6% |
| 30D | -34.8% | +11.7% | -46.5% | -41.9% |
| 3M | -35.6% | +2.1% | -37.6% | -37.1% |
| 6M | -45.0% | +3.2% | -48.2% | -46.9% |
| YTD | +29.4% | -4.9% | +34.3% | +35.1% |
| 1Y | +24.8% | -4.4% | +29.1% | +29.4% |
| 3Y | +304.4% | +17.6% | +286.8% | +235.3% |
| 5Y | +484.1% | +9.9% | +474.2% | +412.7% |
| All | +484.1% | +9.4% | +474.6% | +412.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling