+25.0%
FLEX vs EL
+25.6%
-0.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.3% | -18.6% | -12.5% |
| 7D | -17.0% | +2.5% | -19.5% | -16.9% |
| 30D | -33.8% | +20.1% | -53.9% | -34.5% |
| 3M | -39.0% | +29.3% | -68.3% | -39.7% |
| 6M | -15.9% | +38.8% | -54.7% | -17.4% |
| YTD | +27.8% | +8.1% | +19.7% | +19.4% |
| 1Y | +25.0% | +22.3% | +2.6% | +12.0% |
| All | +25.0% | +25.6% | -0.7% | +12.0% |
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