+25.0%
FLEX vs EIX
+18.9%
+6.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.1% | -15.4% | -12.2% |
| 7D | -17.0% | +4.5% | -21.5% | -16.9% |
| 30D | -33.8% | +15.2% | -49.1% | -33.7% |
| 3M | -39.0% | -11.6% | -27.4% | -39.1% |
| 6M | -15.9% | -8.4% | -7.5% | -16.0% |
| YTD | +27.8% | +8.2% | +19.6% | +35.1% |
| 1Y | +25.0% | +16.6% | +8.4% | +30.5% |
| All | +25.0% | +18.9% | +6.0% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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