+1,115.5%
FLEX vs ET
+177.0%
+938.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +8.0% | +7.6% |
| 7D | +5.7% | +0.2% | +5.5% | +5.6% |
| 30D | -7.0% | +2.9% | -9.9% | -8.3% |
| 3M | -23.8% | +16.8% | -40.6% | -29.1% |
| 6M | +82.6% | +18.9% | +63.8% | +67.3% |
| YTD | +91.6% | +37.7% | +53.9% | +64.1% |
| 1Y | +100.6% | +32.4% | +68.1% | +74.8% |
| 3Y | +479.8% | +99.5% | +380.3% | +327.4% |
| 5Y | +746.5% | +244.0% | +502.5% | +393.6% |
| All | +1,115.5% | +177.0% | +938.5% | +584.4% |
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