+25.0%
FLEX vs EFX
-7.5%
+32.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.4% | -14.7% | -11.5% |
| 7D | -17.0% | +9.2% | -26.2% | -14.2% |
| 30D | -33.8% | +34.8% | -68.6% | -26.7% |
| 3M | -39.0% | +8.8% | -47.9% | -36.6% |
| 6M | -15.9% | +12.3% | -28.2% | -9.8% |
| YTD | +27.8% | -10.6% | +38.5% | +37.4% |
| 1Y | +25.0% | -6.7% | +31.7% | +33.0% |
| All | +25.0% | -7.5% | +32.5% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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