+1,935.3%
FLEX vs INDA
+115.1%
+1,820.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | +0.7% | -1.6% | -1.4% |
| 30D | -10.1% | -0.8% | -9.4% | -9.7% |
| 3M | -31.3% | +3.9% | -35.3% | -33.1% |
| 6M | +71.3% | -0.7% | +72.0% | +72.8% |
| YTD | +81.2% | -7.7% | +88.9% | +91.6% |
| 1Y | +98.5% | -5.1% | +103.6% | +105.9% |
| 3Y | +428.2% | +13.6% | +414.6% | +387.6% |
| 5Y | +657.3% | +7.8% | +649.5% | +628.2% |
| 10Y | +995.9% | +84.6% | +911.3% | +666.1% |
| All | +1,935.3% | +115.1% | +1,820.1% | +1,251.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling