+651.7%
FLEX vs EL
+63.7%
+588.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.1% |
| 7D | +2.2% | +0.3% | +2.0% | +2.4% |
| 30D | -32.6% | +12.3% | -44.9% | -35.7% |
| 3M | -35.5% | +28.4% | -63.9% | -42.2% |
| 6M | -45.6% | +36.7% | -82.3% | -53.0% |
| YTD | +30.7% | +8.4% | +22.3% | +20.2% |
| 1Y | +28.4% | +25.4% | +2.9% | +10.7% |
| 3Y | +301.7% | +3.4% | +298.2% | +243.3% |
| 5Y | +473.3% | -64.8% | +538.0% | +744.0% |
| 10Y | +651.7% | +63.0% | +588.8% | +498.0% |
| All | +651.7% | +63.7% | +588.1% | +498.0% |
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