+626.9%
FLEX vs EFX
+69.3%
+557.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -13.6% | +0.3% | -13.9% | -13.9% |
| 30D | -36.5% | +29.1% | -65.6% | -42.7% |
| 3M | -36.4% | +4.3% | -40.7% | -38.6% |
| 6M | -46.5% | +7.7% | -54.2% | -50.3% |
| YTD | +25.9% | -12.5% | +38.4% | +25.5% |
| 1Y | +19.6% | -8.8% | +28.4% | +16.7% |
| 3Y | +287.0% | +4.3% | +282.7% | +236.2% |
| 5Y | +466.6% | -29.4% | +496.0% | +479.9% |
| 10Y | +626.9% | +78.1% | +548.8% | +334.2% |
| All | +626.9% | +69.3% | +557.6% | +334.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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