+640.4%
FLEX vs EL
+63.1%
+577.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.2% | +11.0% |
| 7D | -7.2% | +8.0% | -15.2% | -9.8% |
| 30D | -34.8% | +15.4% | -50.2% | -38.4% |
| 3M | -35.6% | +28.5% | -64.1% | -42.3% |
| 6M | -45.0% | +32.2% | -77.2% | -51.9% |
| YTD | +29.4% | +9.2% | +20.2% | +18.7% |
| 1Y | +24.8% | +30.8% | -6.0% | +5.7% |
| 3Y | +304.4% | +3.7% | +300.7% | +245.6% |
| 5Y | +484.1% | -64.8% | +548.9% | +761.7% |
| 10Y | +640.4% | +60.0% | +580.4% | +490.1% |
| All | +640.4% | +63.1% | +577.4% | +490.1% |
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