+424.8%
FLEX vs ELF
+272.3%
+152.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.9% | -7.9% | -4.7% |
| 7D | +7.5% | +1.6% | +5.9% | +7.1% |
| 30D | -25.3% | +9.1% | -34.4% | -26.5% |
| 3M | -39.7% | +28.2% | -67.8% | -42.5% |
| 6M | -47.9% | +119.5% | -167.4% | -55.3% |
| YTD | +24.1% | +55.2% | -31.1% | +11.8% |
| 1Y | +26.0% | +58.6% | -32.6% | +12.7% |
| 3Y | +282.7% | +21.3% | +261.4% | +215.6% |
| All | +424.8% | +272.3% | +152.5% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling