+442.4%
FLEX vs ESI
+79.8%
+362.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | -0.7% |
| 7D | -0.9% | +3.3% | -4.2% | -3.3% |
| 30D | -10.1% | -5.9% | -4.3% | -5.8% |
| 3M | -31.3% | -14.1% | -17.3% | -22.6% |
| 6M | +71.3% | +6.6% | +64.7% | +68.2% |
| YTD | +81.2% | +45.0% | +36.2% | +42.9% |
| 1Y | +98.5% | +41.5% | +57.0% | +58.5% |
| All | +442.4% | +79.8% | +362.6% | +247.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling