+256.8%
FLEX vs ED
+44.5%
+212.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +6.9% | +2.6% |
| 7D | -19.3% | +1.6% | -21.0% | -17.7% |
| 30D | -41.5% | +13.3% | -54.8% | -34.9% |
| 3M | -43.1% | +9.7% | -52.8% | -38.2% |
| 6M | -48.2% | +12.8% | -61.0% | -42.1% |
| YTD | +15.5% | +22.3% | -6.8% | +35.4% |
| 1Y | +10.2% | +26.3% | -16.1% | +31.8% |
| 3Y | +256.8% | +45.0% | +211.8% | +315.5% |
| All | +256.8% | +44.5% | +212.3% | +315.5% |
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 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