+725.7%
FLEX vs ET
+242.4%
+483.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | +6.4% | +0.6% | +5.7% | +6.0% |
| 30D | -5.9% | +5.3% | -11.2% | -8.4% |
| 3M | -23.5% | +15.6% | -39.1% | -29.5% |
| 6M | +83.7% | +20.6% | +63.1% | +63.1% |
| YTD | +86.5% | +38.5% | +48.0% | +51.9% |
| 1Y | +100.5% | +35.7% | +64.8% | +65.3% |
| 3Y | +469.8% | +98.4% | +371.5% | +291.2% |
| 5Y | +725.7% | +245.3% | +480.4% | +347.4% |
| All | +725.7% | +242.4% | +483.3% | +347.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling