+452.1%
FLEX vs EOSE
-81.9%
+534.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +14.4% | -10.6% | +2.0% |
| 7D | +2.2% | -7.0% | +9.2% | +3.1% |
| 30D | -32.6% | -16.7% | -15.9% | -31.4% |
| 3M | -35.5% | -53.1% | +17.6% | -30.3% |
| 6M | -45.6% | -76.8% | +31.2% | -37.1% |
| YTD | +30.7% | -82.6% | +113.3% | +51.5% |
| 1Y | +28.4% | -89.3% | +117.6% | +54.8% |
| 3Y | +301.7% | +55.5% | +246.2% | +248.7% |
| All | +452.1% | -81.9% | +534.0% | +455.3% |
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