+484.1%
FLEX vs EFV
+92.7%
+391.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.7% | +9.3% | +8.7% |
| 7D | -7.2% | +1.7% | -8.9% | -9.3% |
| 30D | -34.8% | +3.4% | -38.2% | -37.6% |
| 3M | -35.6% | -1.7% | -33.9% | -34.3% |
| 6M | -45.0% | +6.4% | -51.4% | -49.0% |
| YTD | +29.4% | +16.3% | +13.1% | +9.0% |
| 1Y | +24.8% | +22.9% | +1.9% | -1.2% |
| 3Y | +304.4% | +92.8% | +211.6% | +93.9% |
| 5Y | +484.1% | +93.5% | +390.6% | +178.8% |
| All | +484.1% | +92.7% | +391.4% | +178.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling