+256.8%
FLEX vs ETR
+146.5%
+110.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.3% | +4.5% |
| 7D | -19.3% | +0.4% | -19.7% | -19.4% |
| 30D | -41.5% | +7.5% | -49.1% | -42.7% |
| 3M | -43.1% | +4.4% | -47.5% | -43.8% |
| 6M | -48.2% | -1.5% | -46.7% | -48.1% |
| YTD | +15.5% | +21.8% | -6.3% | +7.4% |
| 1Y | +10.2% | +18.4% | -8.2% | +3.4% |
| 3Y | +256.8% | +148.5% | +108.3% | +209.3% |
| All | +256.8% | +146.5% | +110.3% | +209.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling