+626.9%
FLEX vs EFV
+159.5%
+467.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.2% |
| 7D | -13.6% | +2.1% | -15.8% | -16.2% |
| 30D | -36.5% | +3.1% | -39.6% | -39.1% |
| 3M | -36.4% | -1.3% | -35.1% | -35.5% |
| 6M | -46.5% | +6.0% | -52.5% | -50.4% |
| YTD | +25.9% | +15.8% | +10.1% | +4.8% |
| 1Y | +19.6% | +21.1% | -1.5% | -6.0% |
| 3Y | +287.0% | +91.0% | +196.0% | +68.4% |
| 5Y | +466.6% | +94.3% | +372.3% | +140.5% |
| 10Y | +626.9% | +160.4% | +466.5% | +146.7% |
| All | +626.9% | +159.5% | +467.4% | +146.7% |
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