+303.1%
FLEX vs ED
+47.9%
+255.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.7% |
| 7D | +2.2% | -0.9% | +3.2% | +1.7% |
| 30D | -32.6% | +11.2% | -43.8% | -25.9% |
| 3M | -35.5% | +11.8% | -47.3% | -28.8% |
| 6M | -45.6% | +14.1% | -59.7% | -38.6% |
| YTD | +30.7% | +23.0% | +7.7% | +54.1% |
| 1Y | +28.4% | +23.7% | +4.7% | +52.3% |
| All | +303.1% | +47.9% | +255.1% | +362.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling