+5,470.8%
FLEX vs ED
+1,740.4%
+3,730.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -2.8% |
| 7D | -13.6% | +2.1% | -15.7% | -14.2% |
| 30D | -36.5% | +12.4% | -48.9% | -38.6% |
| 3M | -36.4% | +13.1% | -49.6% | -38.7% |
| 6M | -46.5% | +14.1% | -60.5% | -48.8% |
| YTD | +25.9% | +23.1% | +2.9% | +17.4% |
| 1Y | +19.6% | +25.4% | -5.9% | +10.7% |
| 3Y | +287.0% | +47.9% | +239.2% | +231.4% |
| 5Y | +466.6% | +81.9% | +384.8% | +349.4% |
| 10Y | +626.9% | +141.3% | +485.7% | +396.3% |
| All | +5,470.8% | +1,740.4% | +3,730.4% | +2,550.3% |
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