-68.4%
EL vs FLR
+245.1%
-313.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.1% |
| 7D | -2.4% | -3.1% | +0.8% | -1.7% |
| 30D | +13.7% | +4.9% | +8.7% | +12.3% |
| 3M | +14.5% | +10.8% | +3.7% | +10.7% |
| 6M | +7.4% | +19.7% | -12.3% | +0.8% |
| YTD | -4.7% | +38.4% | -43.1% | -13.8% |
| 1Y | +12.9% | +34.7% | -21.7% | +2.2% |
| 3Y | -32.2% | +56.7% | -88.9% | -44.4% |
| 5Y | -68.4% | +241.6% | -310.0% | -78.5% |
| All | -68.4% | +245.1% | -313.4% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling