+725.7%
FLEX vs EOSE
-69.1%
+794.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.0% |
| 7D | +6.4% | +15.0% | -8.6% | +4.6% |
| 30D | -5.9% | +2.5% | -8.3% | -6.5% |
| 3M | -23.5% | -33.7% | +10.2% | -20.7% |
| 6M | +83.7% | -32.7% | +116.5% | +88.1% |
| YTD | +86.5% | -63.8% | +150.3% | +99.8% |
| 1Y | +100.5% | -40.5% | +141.0% | +102.7% |
| 3Y | +469.8% | +50.4% | +419.5% | +385.6% |
| 5Y | +725.7% | -68.6% | +794.2% | +610.6% |
| All | +725.7% | -69.1% | +794.7% | +610.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling