+956.1%
FLEX vs EOSE
-61.3%
+1,017.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.9% | -9.4% | +0.3% |
| 7D | -0.9% | +19.0% | -19.9% | -3.0% |
| 30D | -10.1% | +1.6% | -11.7% | -10.7% |
| 3M | -31.3% | -52.0% | +20.6% | -26.6% |
| 6M | +71.3% | -42.5% | +113.8% | +78.0% |
| YTD | +81.2% | -66.1% | +147.4% | +95.1% |
| 1Y | +98.5% | -47.1% | +145.6% | +102.9% |
| 3Y | +428.2% | +0.8% | +427.5% | +367.1% |
| 5Y | +657.3% | -71.7% | +728.9% | +542.8% |
| All | +956.1% | -61.3% | +1,017.4% | +856.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling