+651.7%
FLEX vs EOG
+131.8%
+519.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.3% |
| 7D | +2.2% | +4.6% | -2.3% | +0.9% |
| 30D | -32.6% | +2.9% | -35.5% | -33.3% |
| 3M | -35.5% | +8.0% | -43.4% | -37.3% |
| 6M | -45.6% | +17.0% | -62.5% | -49.1% |
| YTD | +30.7% | +51.1% | -20.4% | +10.0% |
| 1Y | +28.4% | +45.1% | -16.7% | +9.5% |
| 3Y | +301.7% | +39.4% | +262.2% | +244.5% |
| 5Y | +473.3% | +105.6% | +367.7% | +307.4% |
| 10Y | +651.7% | +133.5% | +518.3% | +341.4% |
| All | +651.7% | +131.8% | +519.9% | +341.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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