+7,917.6%
FLEX vs EFX
+3,419.5%
+4,498.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.9% | +4.8% |
| 7D | -0.9% | -8.6% | +7.7% | +3.6% |
| 30D | -10.1% | +0.1% | -10.3% | -11.1% |
| 3M | -31.3% | +3.8% | -35.2% | -35.6% |
| 6M | +71.3% | -13.5% | +84.8% | +74.9% |
| YTD | +81.2% | -17.7% | +98.9% | +86.6% |
| 1Y | +98.5% | -25.6% | +124.1% | +113.8% |
| 3Y | +428.2% | -12.1% | +440.3% | +392.8% |
| 5Y | +657.3% | -33.8% | +691.1% | +701.5% |
| 10Y | +995.9% | +45.1% | +950.8% | +581.7% |
| All | +7,917.6% | +3,419.5% | +4,498.1% | +1,077.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling