+7,917.6%
FLEX vs ETR
+2,493.7%
+5,424.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -0.9% | +1.4% | -2.3% | -1.4% |
| 30D | -10.1% | +1.0% | -11.1% | -10.4% |
| 3M | -31.3% | -1.3% | -30.1% | -31.1% |
| 6M | +71.3% | +1.9% | +69.4% | +69.3% |
| YTD | +81.2% | +18.2% | +63.1% | +70.3% |
| 1Y | +98.5% | +24.7% | +73.8% | +83.2% |
| 3Y | +428.2% | +150.7% | +277.6% | +279.9% |
| 5Y | +657.3% | +127.0% | +530.2% | +457.2% |
| 10Y | +995.9% | +295.5% | +700.5% | +574.9% |
| All | +7,917.6% | +2,493.7% | +5,424.0% | +4,159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling