+3,061.3%
FLEX vs EL
+1,845.6%
+1,215.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.2% | +10.8% |
| 7D | -7.2% | +8.0% | -15.2% | -10.2% |
| 30D | -34.8% | +15.4% | -50.2% | -38.9% |
| 3M | -35.6% | +28.5% | -64.1% | -43.2% |
| 6M | -45.0% | +32.2% | -77.2% | -52.8% |
| YTD | +29.4% | +9.2% | +20.2% | +17.0% |
| 1Y | +24.8% | +30.8% | -6.0% | +3.8% |
| 3Y | +304.4% | +3.7% | +300.7% | +241.1% |
| 5Y | +484.1% | -64.8% | +548.9% | +681.9% |
| 10Y | +640.4% | +60.0% | +580.4% | +380.5% |
| All | +3,061.3% | +1,845.6% | +1,215.7% | +594.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling