+652.8%
FLEX vs EFV
+162.7%
+490.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.2% | -1.0% | +3.2% | +4.1% |
| 30D | -32.6% | +3.1% | -35.7% | -35.5% |
| 3M | -35.5% | -1.2% | -34.2% | -34.6% |
| 6M | -45.6% | +5.6% | -51.2% | -49.3% |
| YTD | +30.7% | +15.8% | +14.9% | +8.8% |
| 1Y | +28.4% | +20.0% | +8.4% | +2.2% |
| 3Y | +301.7% | +91.0% | +210.7% | +74.8% |
| 5Y | +473.3% | +93.7% | +379.6% | +144.4% |
| All | +652.8% | +162.7% | +490.1% | +155.6% |
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