+14.6%
EL vs FLR
+33.7%
-19.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.4% |
| 7D | -2.4% | -3.1% | +0.8% | -1.9% |
| 30D | +13.7% | +4.9% | +8.7% | +12.7% |
| 3M | +14.5% | +10.8% | +3.7% | +11.7% |
| 6M | +7.4% | +19.7% | -12.3% | +1.6% |
| YTD | -4.7% | +38.4% | -43.1% | -12.4% |
| All | +14.6% | +33.7% | -19.2% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling