+713.0%
FLEX vs ESTC
+24.6%
+688.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.7% | -1.9% |
| 7D | -13.6% | -3.6% | -10.1% | -12.6% |
| 30D | -36.5% | -11.2% | -25.3% | -34.5% |
| 3M | -36.4% | +14.3% | -50.8% | -39.0% |
| 6M | -46.5% | +67.0% | -113.5% | -53.8% |
| YTD | +25.9% | +15.7% | +10.3% | +17.1% |
| 1Y | +19.6% | -6.3% | +25.8% | +17.1% |
| 3Y | +287.0% | +14.5% | +272.5% | +230.7% |
| 5Y | +466.6% | -49.9% | +516.5% | +477.5% |
| All | +713.0% | +24.6% | +688.3% | +373.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling