+565.2%
FLEX vs ED
+129.3%
+436.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +6.9% | +4.5% |
| 7D | -19.3% | +1.6% | -21.0% | -19.3% |
| 30D | -41.5% | +13.3% | -54.8% | -41.5% |
| 3M | -43.1% | +9.7% | -52.8% | -43.1% |
| 6M | -48.2% | +12.8% | -61.0% | -48.3% |
| YTD | +15.5% | +22.3% | -6.8% | +14.4% |
| 1Y | +10.2% | +26.3% | -16.1% | +8.8% |
| 3Y | +256.8% | +45.0% | +211.8% | +238.4% |
| 5Y | +408.2% | +80.2% | +328.0% | +363.4% |
| All | +565.2% | +129.3% | +436.0% | +491.9% |
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