+19.6%
FLEX vs ED
+25.7%
-6.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -1.5% |
| 7D | -13.6% | +2.1% | -15.7% | -10.1% |
| 30D | -36.5% | +12.4% | -48.9% | -24.1% |
| 3M | -36.4% | +13.1% | -49.6% | -23.6% |
| 6M | -46.5% | +14.1% | -60.5% | -34.1% |
| YTD | +25.9% | +23.1% | +2.9% | +61.6% |
| 1Y | +19.6% | +25.4% | -5.9% | +57.5% |
| All | +19.6% | +25.7% | -6.1% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling