+663.2%
FLEX vs ECL
+31.2%
+632.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -0.9% | -2.6% | +1.7% | +0.4% |
| 30D | -10.1% | -2.2% | -8.0% | -9.4% |
| 3M | -31.3% | +10.1% | -41.5% | -35.5% |
| 6M | +71.3% | -5.7% | +77.0% | +74.5% |
| YTD | +81.2% | +7.0% | +74.3% | +72.5% |
| 1Y | +98.5% | +2.7% | +95.8% | +92.0% |
| 3Y | +428.2% | +57.7% | +370.5% | +290.3% |
| All | +663.2% | +31.2% | +632.0% | +493.0% |
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