+1,350.3%
FLEX vs ET
+1,435.0%
-84.7%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | -10.1% | +7.5% | -17.6% | -12.5% |
| 3M | -31.3% | +11.4% | -42.8% | -34.1% |
| 6M | +71.3% | +18.5% | +52.7% | +59.8% |
| YTD | +81.2% | +37.4% | +43.9% | +60.4% |
| 1Y | +98.5% | +30.9% | +67.6% | +78.7% |
| 3Y | +428.2% | +98.7% | +329.5% | +313.8% |
| 5Y | +657.3% | +230.7% | +426.6% | +395.4% |
| 10Y | +995.9% | +175.6% | +820.3% | +594.5% |
| All | +1,350.3% | +1,435.0% | -84.7% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling