+726.2%
FLEX vs EOG
+169.6%
+556.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +7.0% | -2.0% | +9.0% | +7.4% |
| 30D | -5.8% | +7.9% | -13.7% | -7.3% |
| 3M | -24.2% | +4.5% | -28.7% | -25.3% |
| 6M | +90.8% | +12.3% | +78.5% | +82.1% |
| YTD | +89.2% | +41.9% | +47.3% | +67.6% |
| 1Y | +104.7% | +27.8% | +76.9% | +87.0% |
| 3Y | +478.1% | +21.8% | +456.3% | +430.2% |
| 5Y | +726.2% | +174.0% | +552.2% | +453.6% |
| All | +726.2% | +169.6% | +556.6% | +453.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling