+3,059.3%
FLEX vs EL
+1,800.1%
+1,259.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.4% |
| 7D | +17.1% | +2.7% | +14.4% | +15.9% |
| 30D | -29.5% | +10.8% | -40.4% | -32.9% |
| 3M | -37.3% | +26.5% | -63.7% | -44.4% |
| 6M | -44.1% | +31.1% | -75.2% | -51.8% |
| YTD | +29.3% | +6.6% | +22.7% | +18.1% |
| 1Y | +24.2% | +21.8% | +2.3% | +6.6% |
| 3Y | +297.3% | +1.8% | +295.6% | +237.7% |
| 5Y | +446.2% | -65.6% | +511.8% | +637.9% |
| 10Y | +643.7% | +60.3% | +583.3% | +381.7% |
| All | +3,059.3% | +1,800.1% | +1,259.3% | +601.0% |
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 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