+626.9%
FLEX vs ELF
+357.0%
+269.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -13.6% | +6.3% | -19.9% | -14.7% |
| 30D | -36.5% | +8.5% | -45.0% | -37.6% |
| 3M | -36.4% | +24.4% | -60.9% | -39.6% |
| 6M | -46.5% | +94.7% | -141.2% | -54.4% |
| YTD | +25.9% | +55.9% | -29.9% | +11.1% |
| 1Y | +19.6% | +48.4% | -28.9% | +6.5% |
| 3Y | +287.0% | +24.6% | +262.4% | +216.1% |
| 5Y | +466.6% | +285.0% | +181.6% | +218.7% |
| 10Y | +626.9% | +357.2% | +269.7% | +213.7% |
| All | +626.9% | +357.0% | +269.9% | +213.7% |
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