+449.4%
FLEX vs ELV
-4.6%
+454.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.5% |
| 7D | -0.9% | +3.3% | -4.2% | -1.0% |
| 30D | -10.1% | +4.2% | -14.3% | -10.3% |
| 3M | -31.3% | -0.1% | -31.3% | -31.3% |
| 6M | +71.3% | +41.3% | +30.0% | +68.8% |
| YTD | +81.2% | +17.4% | +63.8% | +78.9% |
| 1Y | +98.5% | +35.1% | +63.4% | +95.7% |
| All | +449.4% | -4.6% | +454.1% | +450.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling