+424.8%
FLEX vs EIX
+18.4%
+406.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | +7.5% | +1.4% | +6.1% | +7.1% |
| 30D | -25.3% | +8.5% | -33.8% | -26.9% |
| 3M | -39.7% | -13.5% | -26.2% | -38.2% |
| 6M | -47.9% | -12.4% | -35.5% | -47.2% |
| YTD | +24.1% | +5.9% | +18.2% | +17.3% |
| 1Y | +26.0% | +7.6% | +18.4% | +18.2% |
| 3Y | +282.7% | +12.8% | +269.9% | +236.7% |
| All | +424.8% | +18.4% | +406.4% | +345.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling