+5,470.8%
FLEX vs EAT
+1,859.1%
+3,611.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.5% | -1.3% |
| 7D | -13.6% | -5.9% | -7.7% | -12.2% |
| 30D | -36.5% | +0.7% | -37.2% | -36.9% |
| 3M | -36.4% | -14.2% | -22.2% | -33.9% |
| 6M | -46.5% | +40.7% | -87.2% | -53.5% |
| YTD | +25.9% | +36.0% | -10.0% | +9.7% |
| 1Y | +19.6% | +83.1% | -63.5% | -6.6% |
| 3Y | +287.0% | +474.8% | -187.8% | +93.5% |
| 5Y | +466.6% | +347.6% | +119.0% | +190.8% |
| 10Y | +626.9% | +321.5% | +305.4% | +202.2% |
| All | +5,470.8% | +1,859.1% | +3,611.7% | +954.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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