+478.1%
FLEX vs EFV
+92.7%
+385.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +5.3% |
| 7D | +7.0% | +1.0% | +6.0% | +5.5% |
| 30D | -5.8% | +0.2% | -6.0% | -6.1% |
| 3M | -24.2% | +9.6% | -33.8% | -32.9% |
| 6M | +90.8% | +14.0% | +76.8% | +63.1% |
| YTD | +89.2% | +18.5% | +70.7% | +54.0% |
| 1Y | +104.7% | +27.9% | +76.8% | +52.9% |
| 3Y | +478.1% | +92.4% | +385.6% | +190.8% |
| All | +478.1% | +92.7% | +385.4% | +190.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling