+424.8%
FLEX vs ECL
+38.6%
+386.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.8% |
| 7D | +7.5% | +2.9% | +4.6% | +6.1% |
| 30D | -25.3% | +7.5% | -32.8% | -28.0% |
| 3M | -39.7% | +12.2% | -51.9% | -43.2% |
| 6M | -47.9% | +24.6% | -72.4% | -54.0% |
| YTD | +24.1% | +18.8% | +5.3% | +12.1% |
| 1Y | +26.0% | +19.3% | +6.6% | +13.3% |
| 3Y | +282.7% | +78.2% | +204.5% | +165.8% |
| All | +424.8% | +38.6% | +386.2% | +283.9% |
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