+304.4%
FLEX vs EFX
+4.0%
+300.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.7% | +12.7% | +12.0% |
| 7D | -7.2% | -2.2% | -5.0% | -7.1% |
| 30D | -34.8% | +29.2% | -64.0% | -36.0% |
| 3M | -35.6% | +3.5% | -39.0% | -35.8% |
| 6M | -45.0% | +7.8% | -52.8% | -45.7% |
| YTD | +29.4% | -12.4% | +41.8% | +34.1% |
| 1Y | +24.8% | -8.2% | +33.0% | +27.2% |
| 3Y | +304.4% | +4.7% | +299.7% | +265.4% |
| All | +304.4% | +4.0% | +300.4% | +265.4% |
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 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