+893.0%
FLEX vs ET
+1,310.3%
-417.3%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +7.5% | +2.5% | +4.9% | +6.5% |
| 30D | -25.3% | -2.5% | -22.8% | -24.5% |
| 3M | -39.7% | -4.9% | -34.8% | -38.6% |
| 6M | -47.9% | -0.1% | -47.8% | -48.0% |
| YTD | +24.1% | +26.2% | -2.1% | +13.2% |
| 1Y | +26.0% | +25.2% | +0.8% | +15.2% |
| 3Y | +282.7% | +84.2% | +198.5% | +208.6% |
| 5Y | +424.2% | +216.1% | +208.2% | +249.7% |
| 10Y | +613.8% | +160.7% | +453.1% | +365.5% |
| All | +893.0% | +1,310.3% | -417.3% | +79.8% |
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