+416.7%
FLEX vs ESI
+28.5%
+388.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.6% | +3.1% |
| 7D | -19.3% | -8.5% | -10.8% | -12.9% |
| 30D | -41.5% | -15.7% | -25.9% | -32.6% |
| 3M | -43.1% | -18.2% | -24.9% | -32.9% |
| 6M | -48.2% | -28.8% | -19.4% | -32.0% |
| YTD | +15.5% | +26.3% | -10.8% | +1.6% |
| 1Y | +10.2% | +18.2% | -8.0% | +1.3% |
| 3Y | +256.8% | +68.1% | +188.7% | +150.2% |
| All | +416.7% | +28.5% | +388.2% | +318.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling