+484.1%
FLEX vs ES
+2.9%
+481.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.5% | +12.5% | +12.1% |
| 7D | -7.2% | -0.1% | -7.1% | -7.2% |
| 30D | -34.8% | +5.7% | -40.5% | -35.3% |
| 3M | -35.6% | -2.8% | -32.8% | -35.4% |
| 6M | -45.0% | +7.0% | -52.0% | -45.8% |
| YTD | +29.4% | +6.8% | +22.6% | +27.0% |
| 1Y | +24.8% | -0.5% | +25.3% | +23.6% |
| 3Y | +304.4% | +47.2% | +257.2% | +257.5% |
| 5Y | +484.1% | +2.3% | +481.8% | +478.2% |
| All | +484.1% | +2.9% | +481.2% | +478.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling