+1,060.6%
FLEX vs ESI
+307.6%
+753.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.0% |
| 7D | +7.0% | +5.4% | +1.6% | +3.5% |
| 30D | -5.8% | -4.2% | -1.6% | -3.0% |
| 3M | -24.2% | -9.6% | -14.6% | -18.3% |
| 6M | +90.8% | +18.3% | +72.5% | +75.4% |
| YTD | +89.2% | +45.8% | +43.4% | +51.2% |
| 1Y | +104.7% | +39.2% | +65.6% | +67.8% |
| 3Y | +478.1% | +86.3% | +391.8% | +292.1% |
| 5Y | +726.2% | +76.2% | +650.0% | +466.5% |
| 10Y | +1,060.6% | +306.8% | +753.8% | +403.2% |
| All | +1,060.6% | +307.6% | +753.0% | +403.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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