+1,086.7%
FLEX vs EFV
+162.1%
+924.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.2% |
| 7D | +6.4% | -0.5% | +6.9% | +7.0% |
| 30D | -5.9% | 0.0% | -5.9% | -6.0% |
| 3M | -23.5% | +8.4% | -31.9% | -31.1% |
| 6M | +83.7% | +12.3% | +71.4% | +59.9% |
| YTD | +86.5% | +17.4% | +69.1% | +52.8% |
| 1Y | +100.5% | +27.1% | +73.4% | +48.6% |
| 3Y | +469.8% | +90.7% | +379.1% | +149.5% |
| 5Y | +725.7% | +95.6% | +630.0% | +249.5% |
| 10Y | +1,086.7% | +165.3% | +921.4% | +283.0% |
| All | +1,086.7% | +162.1% | +924.6% | +283.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling