+303.1%
FLEX vs EIX
+10.1%
+293.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.9% |
| 7D | +2.2% | -2.5% | +4.8% | +2.7% |
| 30D | -32.6% | +7.7% | -40.3% | -33.5% |
| 3M | -35.5% | -12.9% | -22.6% | -34.5% |
| 6M | -45.6% | -12.7% | -32.9% | -45.1% |
| YTD | +30.7% | +5.5% | +25.3% | +25.0% |
| 1Y | +28.4% | +9.4% | +19.0% | +21.3% |
| All | +303.1% | +10.1% | +293.0% | +252.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling