+100.5%
FLEX vs ETR
+26.7%
+73.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.1% |
| 7D | +6.4% | +0.4% | +6.0% | +6.3% |
| 30D | -5.9% | +2.0% | -7.9% | -6.3% |
| 3M | -23.5% | -1.7% | -21.8% | -22.9% |
| 6M | +83.7% | +3.6% | +80.1% | +70.4% |
| YTD | +86.5% | +18.0% | +68.4% | +55.2% |
| 1Y | +100.5% | +26.2% | +74.3% | +67.3% |
| All | +100.5% | +26.7% | +73.8% | +67.3% |
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