+476.1%
FLEX vs ELV
+2,593.1%
-2,117.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.2% | -1.1% | +3.3% | +2.6% |
| 30D | -32.6% | +1.8% | -34.4% | -33.7% |
| 3M | -35.5% | +10.5% | -46.0% | -39.0% |
| 6M | -45.6% | +13.5% | -59.0% | -49.8% |
| YTD | +30.7% | +24.3% | +6.4% | +14.3% |
| 1Y | +28.4% | +38.9% | -10.6% | +6.9% |
| 3Y | +301.7% | -1.5% | +303.1% | +267.3% |
| 5Y | +473.3% | +7.3% | +466.0% | +390.4% |
| 10Y | +651.7% | +268.7% | +383.0% | +238.1% |
| All | +476.1% | +2,593.1% | -2,117.0% | +26.3% |
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 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