+1,013.7%
FLEX vs ELF
+334.6%
+679.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.9% | +9.3% | +5.4% |
| 7D | +7.0% | -1.2% | +8.1% | +7.1% |
| 30D | -5.8% | +5.9% | -11.7% | -7.3% |
| 3M | -24.2% | +99.5% | -123.7% | -35.5% |
| 6M | +90.8% | +26.5% | +64.3% | +78.0% |
| YTD | +89.2% | +37.2% | +52.0% | +71.6% |
| 1Y | +104.7% | -24.4% | +129.1% | +107.3% |
| 3Y | +478.1% | -23.3% | +501.4% | +428.2% |
| 5Y | +726.2% | +245.2% | +481.0% | +377.8% |
| All | +1,013.7% | +334.6% | +679.1% | +401.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling