+25.0%
FLEX vs ES
-1.6%
+26.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.1% | -14.4% | -11.6% |
| 7D | -17.0% | +5.3% | -22.3% | -15.5% |
| 30D | -33.8% | +8.9% | -42.8% | -32.0% |
| 3M | -39.0% | -1.9% | -37.1% | -38.7% |
| 6M | -15.9% | +3.9% | -19.8% | -14.8% |
| YTD | +27.8% | +8.3% | +19.6% | +28.5% |
| 1Y | +25.0% | -0.1% | +25.1% | +25.4% |
| All | +25.0% | -1.6% | +26.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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