+1,033.9%
FLEX vs EFX
+41.8%
+992.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +0.1% | -11.1% | +11.2% | +4.2% |
| 30D | -11.8% | -7.4% | -4.4% | -10.0% |
| 3M | -22.6% | +1.5% | -24.1% | -25.5% |
| 6M | +77.3% | -13.7% | +91.0% | +81.0% |
| YTD | +78.8% | -21.9% | +100.6% | +87.9% |
| 1Y | +86.1% | -30.8% | +116.8% | +105.2% |
| 3Y | +446.2% | -12.4% | +458.6% | +415.4% |
| 5Y | +689.7% | -35.9% | +725.6% | +742.3% |
| All | +1,033.9% | +41.8% | +992.2% | +660.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling