+652.8%
FLEX vs ET
+161.5%
+491.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +2.2% | +1.8% | +0.5% | +1.5% |
| 30D | -32.6% | -3.0% | -29.7% | -31.6% |
| 3M | -35.5% | -4.7% | -30.8% | -34.1% |
| 6M | -45.6% | +2.7% | -48.2% | -46.5% |
| YTD | +30.7% | +26.5% | +4.2% | +15.7% |
| 1Y | +28.4% | +25.0% | +3.4% | +14.2% |
| 3Y | +301.7% | +85.4% | +216.3% | +203.2% |
| 5Y | +473.3% | +215.5% | +257.8% | +241.4% |
| All | +652.8% | +161.5% | +491.3% | +327.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling