+464.3%
FLEX vs EOSE
+49.8%
+414.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.9% |
| 7D | +6.4% | +15.0% | -8.6% | +4.2% |
| 30D | -5.9% | +2.5% | -8.3% | -6.6% |
| 3M | -23.5% | -33.7% | +10.2% | -20.3% |
| 6M | +83.7% | -32.7% | +116.5% | +88.6% |
| YTD | +86.5% | -63.8% | +150.3% | +101.3% |
| 1Y | +100.5% | -40.5% | +141.0% | +104.0% |
| All | +464.3% | +49.8% | +414.4% | +387.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling