+282.7%
FLEX vs ESTC
+14.8%
+267.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.9% |
| 7D | +7.5% | +2.4% | +5.0% | +7.2% |
| 30D | -25.3% | -4.2% | -21.0% | -24.8% |
| 3M | -39.7% | +2.5% | -42.1% | -39.9% |
| 6M | -47.9% | +81.5% | -129.3% | -51.8% |
| YTD | +24.1% | +16.8% | +7.3% | +22.1% |
| 1Y | +26.0% | -3.5% | +29.4% | +28.2% |
| 3Y | +282.7% | +17.7% | +265.0% | +274.6% |
| All | +282.7% | +14.8% | +267.9% | +274.6% |
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