+1,060.6%
FLEX vs ED
+104.2%
+956.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.4% |
| 7D | +7.0% | +0.5% | +6.4% | +7.0% |
| 30D | -5.8% | +1.1% | -6.9% | -5.8% |
| 3M | -24.2% | +4.6% | -28.9% | -24.4% |
| 6M | +90.8% | -2.0% | +92.8% | +90.9% |
| YTD | +89.2% | +11.7% | +77.5% | +87.2% |
| 1Y | +104.7% | +15.7% | +89.0% | +101.6% |
| 3Y | +478.1% | +34.4% | +443.7% | +445.4% |
| 5Y | +726.2% | +67.3% | +658.9% | +648.7% |
| 10Y | +1,060.6% | +104.0% | +956.6% | +922.7% |
| All | +1,060.6% | +104.2% | +956.4% | +922.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling