+19.6%
FLEX vs EFX
-8.7%
+28.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -13.6% | +0.3% | -13.9% | -13.4% |
| 30D | -36.5% | +29.1% | -65.6% | -30.5% |
| 3M | -36.4% | +4.3% | -40.7% | -34.8% |
| 6M | -46.5% | +7.7% | -54.2% | -42.9% |
| YTD | +25.9% | -12.5% | +38.4% | +34.3% |
| 1Y | +19.6% | -8.8% | +28.4% | +26.5% |
| All | +19.6% | -8.7% | +28.2% | +26.5% |
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