+726.2%
FLEX vs ELV
+14.2%
+712.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.7% | +4.6% |
| 7D | +7.0% | -0.3% | +7.2% | +7.0% |
| 30D | -5.8% | +2.0% | -7.8% | -6.1% |
| 3M | -24.2% | -3.5% | -20.7% | -24.0% |
| 6M | +90.8% | +40.2% | +50.6% | +80.8% |
| YTD | +89.2% | +15.8% | +73.4% | +83.1% |
| 1Y | +104.7% | +33.2% | +71.5% | +93.7% |
| 3Y | +478.1% | -6.2% | +484.3% | +468.6% |
| 5Y | +726.2% | +16.4% | +709.8% | +626.8% |
| All | +726.2% | +14.2% | +712.0% | +626.8% |
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 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