+24.4%
EL vs FLR
+19.7%
+4.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -6.5% | -3.5% | -3.0% | -6.0% |
| 30D | +11.1% | +4.2% | +7.0% | +10.4% |
| 3M | +10.7% | +8.1% | +2.6% | +8.9% |
| 6M | +6.9% | +21.5% | -14.7% | +2.7% |
| YTD | -6.3% | +36.8% | -43.1% | -11.5% |
| 1Y | +13.5% | +31.2% | -17.7% | +7.5% |
| 3Y | -33.1% | +53.9% | -86.9% | -39.2% |
| 5Y | -68.8% | +243.0% | -311.8% | -74.4% |
| All | +24.4% | +19.7% | +4.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling