+1,060.6%
FLEX vs EL
+31.4%
+1,029.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +5.2% |
| 7D | +7.0% | +1.7% | +5.3% | +6.2% |
| 30D | -5.8% | +15.5% | -21.3% | -11.7% |
| 3M | -24.2% | +20.6% | -44.8% | -30.5% |
| 6M | +90.8% | +10.5% | +80.3% | +78.6% |
| YTD | +89.2% | -1.9% | +91.1% | +81.5% |
| 1Y | +104.7% | +16.1% | +88.6% | +81.3% |
| 3Y | +478.1% | -30.2% | +508.3% | +490.5% |
| 5Y | +726.2% | -67.4% | +793.6% | +1,145.9% |
| 10Y | +1,060.6% | +31.2% | +1,029.4% | +863.0% |
| All | +1,060.6% | +31.4% | +1,029.2% | +863.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling