+440.9%
FLEX vs EQX
+164.6%
+276.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.1% | +0.9% | -3.3% |
| 7D | +0.1% | -7.0% | +7.1% | +1.3% |
| 30D | -11.8% | +4.8% | -16.6% | -12.7% |
| 3M | -22.6% | +25.6% | -48.2% | -26.2% |
| 6M | +77.3% | -25.8% | +103.2% | +82.2% |
| YTD | +78.8% | -12.7% | +91.5% | +79.3% |
| 1Y | +86.1% | +14.1% | +72.0% | +80.3% |
| All | +440.9% | +164.6% | +276.3% | +374.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling