+424.8%
FLEX vs ESI
+36.5%
+388.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.5% |
| 7D | +7.5% | +5.5% | +1.9% | +3.4% |
| 30D | -25.3% | -7.8% | -17.5% | -19.3% |
| 3M | -39.7% | -15.0% | -24.7% | -30.8% |
| 6M | -47.9% | -24.9% | -23.0% | -34.1% |
| YTD | +24.1% | +33.2% | -9.1% | +5.1% |
| 1Y | +26.0% | +24.9% | +1.0% | +11.3% |
| 3Y | +282.7% | +77.8% | +204.9% | +158.0% |
| All | +424.8% | +36.5% | +388.3% | +320.6% |
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