+473.3%
FLEX vs ELV
+8.6%
+464.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.2% | -1.1% | +3.3% | +2.3% |
| 30D | -32.6% | +1.8% | -34.4% | -32.9% |
| 3M | -35.5% | +10.5% | -46.0% | -36.4% |
| 6M | -45.6% | +13.5% | -59.0% | -46.8% |
| YTD | +30.7% | +24.3% | +6.4% | +25.2% |
| 1Y | +28.4% | +38.9% | -10.6% | +20.9% |
| 3Y | +301.7% | -1.5% | +303.1% | +293.7% |
| 5Y | +473.3% | +7.3% | +466.0% | +401.3% |
| All | +473.3% | +8.6% | +464.6% | +401.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling