+416.7%
FLEX vs ES
+1.4%
+415.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.9% | +7.5% | +4.8% |
| 7D | -19.3% | +1.9% | -21.2% | -19.5% |
| 30D | -41.5% | +7.1% | -48.6% | -42.0% |
| 3M | -43.1% | -1.9% | -41.2% | -43.0% |
| 6M | -48.2% | +4.4% | -52.6% | -48.8% |
| YTD | +15.5% | +7.3% | +8.2% | +13.3% |
| 1Y | +10.2% | +2.1% | +8.1% | +8.7% |
| 3Y | +256.8% | +41.8% | +215.0% | +219.6% |
| All | +416.7% | +1.4% | +415.3% | +411.7% |
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