+674.3%
FLEX vs EQT
+197.4%
+477.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | +0.1% | -1.2% | +1.3% | +0.4% |
| 30D | -11.8% | +1.1% | -12.8% | -12.1% |
| 3M | -22.6% | +4.8% | -27.4% | -23.8% |
| 6M | +77.3% | -10.6% | +87.9% | +81.1% |
| YTD | +78.8% | +3.4% | +75.3% | +74.6% |
| 1Y | +86.1% | +8.7% | +77.4% | +78.4% |
| 3Y | +446.2% | +35.0% | +411.3% | +386.7% |
| All | +674.3% | +197.4% | +477.0% | +468.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling