+25.0%
FLEX vs ET
+24.7%
+0.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -3.5% | -8.9% | -13.3% |
| 7D | -17.0% | -6.0% | -10.9% | -18.9% |
| 30D | -33.8% | -6.1% | -27.8% | -35.4% |
| 3M | -39.0% | -2.7% | -36.4% | -39.1% |
| 6M | -15.9% | +0.2% | -16.1% | -14.2% |
| YTD | +27.8% | +24.3% | +3.5% | +19.1% |
| 1Y | +25.0% | +26.4% | -1.4% | +14.2% |
| All | +25.0% | +24.7% | +0.2% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling