+7,917.6%
FLEX vs ED
+1,555.4%
+6,362.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -10.1% | -0.1% | -10.0% | -10.2% |
| 3M | -31.3% | +3.9% | -35.3% | -32.4% |
| 6M | +71.3% | -3.0% | +74.3% | +71.2% |
| YTD | +81.2% | +10.7% | +70.6% | +74.3% |
| 1Y | +98.5% | +13.3% | +85.2% | +88.9% |
| 3Y | +428.2% | +34.5% | +393.7% | +364.5% |
| 5Y | +657.3% | +67.1% | +590.1% | +513.9% |
| 10Y | +995.9% | +103.0% | +892.9% | +690.6% |
| All | +7,917.6% | +1,555.4% | +6,362.2% | +3,834.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling