+86.1%
FLEX vs EOSE
-43.4%
+129.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.3% | -3.3% |
| 7D | +0.1% | +14.0% | -13.9% | -2.8% |
| 30D | -11.8% | -5.9% | -5.9% | -11.2% |
| 3M | -22.6% | -34.3% | +11.7% | -17.5% |
| 6M | +77.3% | -37.8% | +115.1% | +86.4% |
| YTD | +78.8% | -65.2% | +143.9% | +100.9% |
| 1Y | +86.1% | -41.9% | +128.0% | +90.8% |
| All | +86.1% | -43.4% | +129.5% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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