+1,847.3%
FLEX vs EQX
+232.0%
+1,615.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +7.0% |
| 7D | +5.7% | -3.2% | +8.9% | +6.2% |
| 30D | -7.0% | +7.8% | -14.8% | -8.2% |
| 3M | -23.8% | +21.3% | -45.2% | -26.4% |
| 6M | +82.6% | -22.4% | +105.1% | +87.2% |
| YTD | +91.6% | -11.3% | +102.9% | +92.0% |
| 1Y | +100.6% | +13.5% | +87.0% | +94.3% |
| 3Y | +479.8% | +162.1% | +317.6% | +391.9% |
| 5Y | +746.5% | +84.2% | +662.3% | +616.1% |
| All | +1,847.3% | +232.0% | +1,615.2% | +1,887.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling