-44.1%
FLEX vs EFV
+6.2%
-50.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -0.9% |
| 7D | +17.1% | +0.7% | +16.3% | +15.7% |
| 30D | -29.5% | +2.0% | -31.6% | -30.9% |
| 3M | -37.3% | -1.6% | -35.6% | -34.8% |
| 6M | -44.1% | +5.8% | -49.8% | -49.6% |
| All | -44.1% | +6.2% | -50.3% | -49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling