+613.0%
FLEX vs ESTC
+20.3%
+592.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.1% | -7.5% | -12.2% |
| 7D | -28.3% | -18.5% | -9.8% | -24.7% |
| 30D | -45.0% | -11.0% | -34.0% | -43.4% |
| 3M | -45.2% | +20.8% | -66.0% | -48.3% |
| 6M | -30.8% | +67.9% | -98.7% | -40.6% |
| YTD | +10.4% | +11.6% | -1.2% | +3.4% |
| 1Y | +2.3% | -3.3% | +5.5% | -1.0% |
| 3Y | +238.9% | +16.4% | +222.5% | +186.8% |
| 5Y | +386.0% | -49.9% | +435.9% | +391.1% |
| All | +613.0% | +20.3% | +592.7% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling