+25.0%
FLEX vs ESTC
+1.6%
+23.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.9% | -11.5% | -12.4% |
| 7D | -17.0% | -15.9% | -1.1% | -17.9% |
| 30D | -33.8% | -5.5% | -28.3% | -33.9% |
| 3M | -39.0% | +26.2% | -65.2% | -36.9% |
| 6M | -15.9% | +77.0% | -92.9% | -9.6% |
| YTD | +27.8% | +18.9% | +9.0% | +40.3% |
| 1Y | +25.0% | +1.3% | +23.7% | +38.5% |
| All | +25.0% | +1.6% | +23.4% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling