+478.1%
FLEX vs EFX
-12.5%
+490.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.1% | +7.5% | +4.7% |
| 7D | +7.0% | -7.8% | +14.8% | +7.8% |
| 30D | -5.8% | -5.7% | -0.1% | -5.4% |
| 3M | -24.2% | +2.5% | -26.7% | -25.5% |
| 6M | +90.8% | -16.7% | +107.5% | +97.3% |
| YTD | +89.2% | -20.2% | +109.4% | +97.2% |
| 1Y | +104.7% | -31.4% | +136.1% | +123.7% |
| 3Y | +478.1% | -10.5% | +488.6% | +480.9% |
| All | +478.1% | -12.5% | +490.6% | +480.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling