+464.3%
FLEX vs EQT
+33.4%
+430.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +6.4% | -2.0% | +8.4% | +7.0% |
| 30D | -5.9% | +1.0% | -6.9% | -6.2% |
| 3M | -23.5% | +4.0% | -27.5% | -24.7% |
| 6M | +83.7% | -11.7% | +95.4% | +90.0% |
| YTD | +86.5% | +2.8% | +83.7% | +81.0% |
| 1Y | +100.5% | +10.0% | +90.5% | +87.6% |
| All | +464.3% | +33.4% | +430.9% | +375.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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