+565.2%
FLEX vs EIX
+29.5%
+535.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +5.4% |
| 7D | -19.3% | +1.0% | -20.3% | -19.7% |
| 30D | -41.5% | +9.1% | -50.6% | -43.4% |
| 3M | -43.1% | -10.2% | -32.9% | -42.2% |
| 6M | -48.2% | -11.2% | -37.0% | -47.6% |
| YTD | +15.5% | +4.5% | +11.0% | +8.9% |
| 1Y | +10.2% | +10.9% | -0.7% | +1.2% |
| 3Y | +256.8% | +8.4% | +248.4% | +220.4% |
| 5Y | +408.2% | +18.0% | +390.3% | +333.1% |
| All | +565.2% | +29.5% | +535.8% | +417.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling