+98.5%
FLEX vs EQX
+42.9%
+55.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.1% |
| 7D | -0.9% | -1.4% | +0.5% | -0.6% |
| 30D | -10.1% | +24.4% | -34.5% | -15.9% |
| 3M | -31.3% | +11.6% | -43.0% | -34.3% |
| 6M | +71.3% | -25.0% | +96.3% | +76.2% |
| YTD | +81.2% | -8.4% | +89.6% | +78.6% |
| 1Y | +98.5% | +43.4% | +55.1% | +73.1% |
| All | +98.5% | +42.9% | +55.6% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 1y: compounded portfolio wealth divided by compounded EQX 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…
1y analysis · Full analysis span regression · 6 months rolling