+1,471.0%
FLEX vs ESI
+224.6%
+1,246.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +0.1% |
| 7D | -0.9% | +3.3% | -4.2% | -2.4% |
| 30D | -10.1% | -5.9% | -4.3% | -7.4% |
| 3M | -31.3% | -14.1% | -17.3% | -25.7% |
| 6M | +71.3% | +6.6% | +64.7% | +69.6% |
| YTD | +81.2% | +45.0% | +36.2% | +56.1% |
| 1Y | +98.5% | +41.5% | +57.0% | +72.6% |
| 3Y | +428.2% | +78.8% | +349.5% | +316.5% |
| 5Y | +657.3% | +70.9% | +586.4% | +502.7% |
| 10Y | +995.9% | +317.1% | +678.8% | +534.1% |
| All | +1,471.0% | +224.6% | +1,246.4% | +782.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling