+10.2%
FLEX vs EL
+22.5%
-12.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.3% | +4.5% |
| 7D | -19.3% | +0.8% | -20.1% | -19.2% |
| 30D | -41.5% | +16.5% | -58.1% | -42.0% |
| 3M | -43.1% | +29.2% | -72.3% | -43.8% |
| 6M | -48.2% | +27.9% | -76.1% | -48.8% |
| YTD | +15.5% | +6.2% | +9.3% | +7.5% |
| 1Y | +10.2% | +27.2% | -16.9% | -6.5% |
| All | +10.2% | +22.5% | -12.3% | -6.5% |
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