+626.9%
FLEX vs ETR
+369.0%
+257.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -13.6% | +2.6% | -16.2% | -14.6% |
| 30D | -36.5% | +8.7% | -45.2% | -38.9% |
| 3M | -36.4% | +6.4% | -42.8% | -38.2% |
| 6M | -46.5% | +0.7% | -47.2% | -46.8% |
| YTD | +25.9% | +23.0% | +2.9% | +13.6% |
| 1Y | +19.6% | +17.9% | +1.7% | +10.0% |
| 3Y | +287.0% | +154.9% | +132.1% | +146.4% |
| 5Y | +466.6% | +157.3% | +309.3% | +251.5% |
| 10Y | +626.9% | +373.4% | +253.6% | +328.4% |
| All | +626.9% | +369.0% | +257.9% | +328.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling