+442.4%
FLEX vs ELF
-19.9%
+462.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.2% |
| 7D | -0.9% | +5.4% | -6.2% | -1.7% |
| 30D | -10.1% | +27.0% | -37.1% | -13.5% |
| 3M | -31.3% | +113.2% | -144.5% | -39.2% |
| 6M | +71.3% | +36.6% | +34.7% | +61.4% |
| YTD | +81.2% | +44.2% | +37.0% | +68.1% |
| 1Y | +98.5% | -18.0% | +116.5% | +97.9% |
| All | +442.4% | -19.9% | +462.3% | +416.5% |
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 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