+19.6%
FLEX vs EOG
+47.6%
-28.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.7% | -1.7% |
| 7D | -13.6% | -2.4% | -11.3% | -15.2% |
| 30D | -36.5% | +2.9% | -39.5% | -35.3% |
| 3M | -36.4% | +7.2% | -43.7% | -33.3% |
| 6M | -46.5% | +18.2% | -64.7% | -39.3% |
| YTD | +25.9% | +48.9% | -22.9% | +32.3% |
| 1Y | +19.6% | +46.7% | -27.1% | +29.4% |
| All | +19.6% | +47.6% | -28.0% | +29.4% |
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 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