+19.6%
FLEX vs ESTC
-3.0%
+22.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.7% | -2.7% |
| 7D | -13.6% | -3.6% | -10.1% | -13.8% |
| 30D | -36.5% | -11.2% | -25.3% | -36.9% |
| 3M | -36.4% | +14.3% | -50.8% | -34.8% |
| 6M | -46.5% | +67.0% | -113.5% | -42.8% |
| YTD | +25.9% | +15.7% | +10.3% | +38.3% |
| 1Y | +19.6% | -6.3% | +25.8% | +35.3% |
| All | +19.6% | -3.0% | +22.6% | +35.3% |
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