+663.2%
FLEX vs ESTC
-46.4%
+709.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.2% |
| 7D | -0.9% | -8.1% | +7.2% | +0.4% |
| 30D | -10.1% | +31.7% | -41.8% | -14.9% |
| 3M | -31.3% | +41.1% | -72.4% | -36.0% |
| 6M | +71.3% | +77.1% | -5.8% | +51.3% |
| YTD | +81.2% | +21.7% | +59.5% | +71.3% |
| 1Y | +98.5% | +8.4% | +90.1% | +90.9% |
| 3Y | +428.2% | +23.6% | +404.6% | +367.2% |
| All | +663.2% | -46.4% | +709.6% | +623.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling