+469.9%
FLEX vs ELV
+2,595.8%
-2,125.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +17.1% | -0.5% | +17.6% | +17.1% |
| 30D | -29.5% | +1.1% | -30.6% | -30.5% |
| 3M | -37.3% | +8.2% | -45.4% | -40.1% |
| 6M | -44.1% | +10.2% | -54.3% | -47.7% |
| YTD | +29.3% | +24.4% | +4.9% | +13.1% |
| 1Y | +24.2% | +33.8% | -9.7% | +5.1% |
| 3Y | +297.3% | -1.4% | +298.7% | +263.2% |
| 5Y | +446.2% | +5.8% | +440.3% | +370.2% |
| 10Y | +643.7% | +269.1% | +374.6% | +234.3% |
| All | +469.9% | +2,595.8% | -2,125.9% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling