+98.5%
FLEX vs EL
+14.8%
+83.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.2% |
| 7D | -0.9% | +0.8% | -1.7% | -1.0% |
| 30D | -10.1% | +19.8% | -30.0% | -11.5% |
| 3M | -31.3% | +25.7% | -57.1% | -32.8% |
| 6M | +71.3% | +5.4% | +65.8% | +68.0% |
| YTD | +81.2% | +0.2% | +81.0% | +72.7% |
| 1Y | +98.5% | +20.4% | +78.1% | +77.8% |
| All | +98.5% | +14.8% | +83.7% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling