+28.4%
FLEX vs EOG
+47.9%
-19.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +4.5% |
| 7D | +2.2% | +4.6% | -2.3% | +4.2% |
| 30D | -32.6% | +2.9% | -35.5% | -31.6% |
| 3M | -35.5% | +8.0% | -43.4% | -32.3% |
| 6M | -45.6% | +17.0% | -62.5% | -38.9% |
| YTD | +30.7% | +51.1% | -20.4% | +35.9% |
| 1Y | +28.4% | +45.1% | -16.7% | +37.2% |
| All | +28.4% | +47.9% | -19.5% | +37.2% |
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