+25.0%
FLEX vs ELF
-3.2%
+28.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.9% | -14.2% | -12.6% |
| 7D | -17.0% | -1.5% | -15.4% | -16.8% |
| 30D | -33.8% | +9.5% | -43.4% | -34.6% |
| 3M | -39.0% | +29.4% | -68.4% | -41.1% |
| 6M | -15.9% | +83.7% | -99.6% | -22.4% |
| YTD | +27.8% | +49.4% | -21.6% | +18.5% |
| 1Y | +25.0% | -3.9% | +28.9% | +21.5% |
| All | +25.0% | -3.2% | +28.2% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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