+19.6%
FLEX vs ETR
+17.8%
+1.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -13.6% | +2.6% | -16.2% | -14.0% |
| 30D | -36.5% | +8.7% | -45.2% | -37.8% |
| 3M | -36.4% | +6.4% | -42.8% | -37.3% |
| 6M | -46.5% | +0.7% | -47.2% | -46.7% |
| YTD | +25.9% | +23.0% | +2.9% | -0.5% |
| 1Y | +19.6% | +17.9% | +1.7% | -0.9% |
| All | +19.6% | +17.8% | +1.8% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling