+1,086.7%
FLEX vs ELV
+257.3%
+829.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.0% |
| 7D | +6.4% | -2.2% | +8.6% | +7.1% |
| 30D | -5.9% | -0.2% | -5.7% | -6.0% |
| 3M | -23.5% | -6.1% | -17.4% | -22.4% |
| 6M | +83.7% | +42.8% | +40.9% | +60.2% |
| YTD | +86.5% | +14.4% | +72.1% | +73.6% |
| 1Y | +100.5% | +28.6% | +71.9% | +78.0% |
| 3Y | +469.8% | -7.4% | +477.3% | +447.2% |
| 5Y | +725.7% | +14.5% | +711.2% | +590.7% |
| 10Y | +1,086.7% | +257.4% | +829.3% | +621.9% |
| All | +1,086.7% | +257.3% | +829.4% | +621.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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