+663.2%
FLEX vs ES
-5.6%
+668.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | -10.1% | -2.0% | -8.2% | -10.0% |
| 3M | -31.3% | +1.7% | -33.0% | -31.7% |
| 6M | +71.3% | -3.5% | +74.8% | +71.6% |
| YTD | +81.2% | +7.9% | +73.3% | +77.9% |
| 1Y | +98.5% | +17.2% | +81.3% | +91.1% |
| 3Y | +428.2% | +29.3% | +398.9% | +389.0% |
| All | +663.2% | -5.6% | +668.9% | +650.6% |
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