+424.8%
FLEX vs EL
-65.2%
+490.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.3% |
| 7D | +7.5% | +1.5% | +5.9% | +7.1% |
| 30D | -25.3% | +10.0% | -35.3% | -27.2% |
| 3M | -39.7% | +28.4% | -68.1% | -44.1% |
| 6M | -47.9% | +37.1% | -84.9% | -52.9% |
| YTD | +24.1% | +7.8% | +16.3% | +17.4% |
| 1Y | +26.0% | +26.0% | -0.1% | +13.2% |
| 3Y | +282.7% | +3.8% | +278.9% | +239.5% |
| All | +424.8% | -65.2% | +490.0% | +597.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling