+5,008.5%
FLEX vs EIX
+1,019.2%
+3,989.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.0% | +5.3% |
| 7D | -19.3% | +1.0% | -20.3% | -19.7% |
| 30D | -41.5% | +9.1% | -50.6% | -43.2% |
| 3M | -43.1% | -10.2% | -32.9% | -42.3% |
| 6M | -48.2% | -11.2% | -37.0% | -47.6% |
| YTD | +15.5% | +4.5% | +11.0% | +10.5% |
| 1Y | +10.2% | +10.9% | -0.7% | +3.3% |
| 3Y | +256.8% | +8.4% | +248.4% | +230.6% |
| 5Y | +408.2% | +18.0% | +390.2% | +354.5% |
| 10Y | +580.8% | +30.3% | +550.5% | +471.8% |
| All | +5,008.5% | +1,019.2% | +3,989.3% | +2,018.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling