+645.5%
FLEX vs ESTC
+23.0%
+622.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.3% | +4.0% |
| 7D | -19.3% | -11.5% | -7.8% | -16.8% |
| 30D | -41.5% | -7.5% | -34.0% | -40.3% |
| 3M | -43.1% | +23.1% | -66.2% | -46.5% |
| 6M | -48.2% | +75.3% | -123.5% | -55.9% |
| YTD | +15.5% | +14.1% | +1.4% | +7.6% |
| 1Y | +10.2% | -0.6% | +10.8% | +6.0% |
| 3Y | +256.8% | +20.8% | +236.0% | +199.1% |
| 5Y | +408.2% | -48.8% | +456.9% | +411.0% |
| All | +645.5% | +23.0% | +622.5% | +335.1% |
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