+652.8%
FLEX vs ES
+94.9%
+557.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -32.6% | +6.7% | -39.4% | -33.8% |
| 3M | -35.5% | +0.3% | -35.8% | -35.8% |
| 6M | -45.6% | +7.4% | -53.0% | -47.0% |
| YTD | +30.7% | +8.4% | +22.3% | +26.5% |
| 1Y | +28.4% | +0.6% | +27.7% | +26.3% |
| 3Y | +301.7% | +50.6% | +251.0% | +243.7% |
| 5Y | +473.3% | +4.8% | +468.4% | +446.2% |
| All | +652.8% | +94.9% | +557.9% | +577.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling