+449.4%
FLEX vs ECL
+58.5%
+390.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.9% | -2.6% | +1.7% | -0.1% |
| 30D | -10.1% | -2.2% | -8.0% | -9.7% |
| 3M | -31.3% | +10.1% | -41.5% | -34.4% |
| 6M | +71.3% | -5.7% | +77.0% | +71.7% |
| YTD | +81.2% | +7.0% | +74.3% | +74.6% |
| 1Y | +98.5% | +2.7% | +95.8% | +93.3% |
| All | +449.4% | +58.5% | +390.9% | +368.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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