+1,822.6%
FLEX vs EQX
+238.5%
+1,584.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.6% |
| 7D | +7.0% | +3.8% | +3.2% | +6.4% |
| 30D | -5.8% | +9.4% | -15.2% | -7.2% |
| 3M | -24.2% | +16.8% | -41.1% | -26.3% |
| 6M | +90.8% | -23.7% | +114.5% | +95.8% |
| YTD | +89.2% | -9.6% | +98.8% | +89.0% |
| 1Y | +104.7% | +29.1% | +75.6% | +95.1% |
| 3Y | +478.1% | +175.3% | +302.8% | +387.1% |
| 5Y | +726.2% | +77.3% | +648.9% | +601.9% |
| All | +1,822.6% | +238.5% | +1,584.1% | +1,856.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling