+303.1%
FLEX vs ECL
+79.0%
+224.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +2.2% | -2.3% | +4.5% | +3.0% |
| 30D | -32.6% | +8.3% | -40.9% | -34.1% |
| 3M | -35.5% | +8.4% | -43.9% | -37.0% |
| 6M | -45.6% | +23.3% | -68.8% | -49.7% |
| YTD | +30.7% | +18.2% | +12.5% | +22.4% |
| 1Y | +28.4% | +18.8% | +9.6% | +19.9% |
| All | +303.1% | +79.0% | +224.1% | +230.7% |
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