+298.7%
FLEX vs ELF
+19.5%
+279.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.4% |
| 7D | +17.1% | +3.4% | +13.7% | +16.5% |
| 30D | -29.5% | +5.0% | -34.5% | -30.0% |
| 3M | -37.3% | +22.6% | -59.8% | -39.4% |
| 6M | -44.1% | +104.0% | -148.0% | -50.6% |
| YTD | +29.3% | +49.3% | -20.0% | +18.6% |
| 1Y | +24.2% | +46.0% | -21.9% | +14.1% |
| All | +298.7% | +19.5% | +279.2% | +233.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling