+442.4%
FLEX vs ESTC
+25.2%
+417.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +1.9% |
| 7D | -0.9% | -8.1% | +7.2% | -0.1% |
| 30D | -10.1% | +31.7% | -41.8% | -13.2% |
| 3M | -31.3% | +41.1% | -72.4% | -34.2% |
| 6M | +71.3% | +77.1% | -5.8% | +57.8% |
| YTD | +81.2% | +21.7% | +59.5% | +77.0% |
| 1Y | +98.5% | +8.4% | +90.1% | +96.9% |
| All | +442.4% | +25.2% | +417.3% | +425.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling