+98.5%
FLEX vs EFV
+30.7%
+67.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.8% |
| 7D | -0.9% | +1.5% | -2.4% | -3.5% |
| 30D | -10.1% | +1.7% | -11.9% | -13.0% |
| 3M | -31.3% | +8.6% | -40.0% | -41.0% |
| 6M | +71.3% | +11.7% | +59.6% | +40.7% |
| YTD | +81.2% | +19.3% | +62.0% | +33.1% |
| 1Y | +98.5% | +30.2% | +68.3% | +28.2% |
| All | +98.5% | +30.7% | +67.8% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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