+24.2%
FLEX vs EOG
+47.9%
-23.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -0.5% |
| 7D | +17.1% | +7.4% | +9.7% | +20.9% |
| 30D | -29.5% | +2.3% | -31.8% | -28.8% |
| 3M | -37.3% | +9.5% | -46.7% | -33.7% |
| 6M | -44.1% | +17.7% | -61.7% | -37.1% |
| YTD | +29.3% | +52.9% | -23.6% | +34.8% |
| 1Y | +24.2% | +47.7% | -23.5% | +32.6% |
| All | +24.2% | +47.9% | -23.7% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling