+416.7%
FLEX vs ECL
+37.7%
+379.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.2% | +5.4% |
| 7D | -19.3% | -0.8% | -18.6% | -19.2% |
| 30D | -41.5% | +8.1% | -49.7% | -43.9% |
| 3M | -43.1% | +6.4% | -49.5% | -45.1% |
| 6M | -48.2% | +14.8% | -63.0% | -52.4% |
| YTD | +15.5% | +15.5% | 0.0% | +5.6% |
| 1Y | +10.2% | +20.1% | -9.9% | -1.5% |
| 3Y | +256.8% | +77.8% | +179.1% | +146.8% |
| All | +416.7% | +37.7% | +379.0% | +282.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling