+1,044.3%
FLEX vs EFV
+258.8%
+785.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -0.9% | +1.5% | -2.4% | -2.5% |
| 30D | -10.1% | +1.7% | -11.9% | -11.9% |
| 3M | -31.3% | +8.6% | -40.0% | -37.2% |
| 6M | +71.3% | +11.7% | +59.6% | +53.7% |
| YTD | +81.2% | +19.3% | +62.0% | +51.1% |
| 1Y | +98.5% | +30.2% | +68.3% | +50.7% |
| 3Y | +428.2% | +91.6% | +336.7% | +165.1% |
| 5Y | +657.3% | +96.4% | +560.9% | +272.2% |
| 10Y | +995.9% | +166.5% | +829.4% | +313.6% |
| All | +1,044.3% | +258.8% | +785.4% | +208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling