+1,086.7%
FLEX vs ETR
+288.4%
+798.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -0.9% |
| 7D | +6.4% | +0.4% | +6.0% | +6.2% |
| 30D | -5.9% | +2.0% | -7.9% | -6.7% |
| 3M | -23.5% | -1.7% | -21.8% | -22.9% |
| 6M | +83.7% | +3.6% | +80.1% | +79.3% |
| YTD | +86.5% | +18.0% | +68.4% | +71.6% |
| 1Y | +100.5% | +26.2% | +74.3% | +79.2% |
| 3Y | +469.8% | +148.0% | +321.8% | +268.6% |
| 5Y | +725.7% | +126.1% | +599.6% | +448.5% |
| 10Y | +1,086.7% | +302.3% | +784.4% | +632.2% |
| All | +1,086.7% | +288.4% | +798.3% | +632.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ETR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling