+86.1%
FLEX vs ELV
+36.3%
+49.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.9% | -9.1% | -4.3% |
| 7D | +0.1% | +0.4% | -0.3% | +0.2% |
| 30D | -11.8% | +6.7% | -18.5% | -12.0% |
| 3M | -22.6% | +3.0% | -25.5% | -22.5% |
| 6M | +77.3% | +48.0% | +29.4% | +69.6% |
| YTD | +78.8% | +20.0% | +58.7% | +70.7% |
| 1Y | +86.1% | +37.9% | +48.2% | +77.7% |
| All | +86.1% | +36.3% | +49.7% | +77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling