+534.8%
EL vs FLR
+603.8%
-69.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.4% |
| 7D | +0.8% | +5.4% | -4.6% | -0.3% |
| 30D | +19.8% | +11.4% | +8.5% | +16.9% |
| 3M | +25.7% | +11.4% | +14.3% | +22.1% |
| 6M | +5.4% | +16.6% | -11.2% | +0.7% |
| YTD | +0.2% | +41.7% | -41.5% | -8.0% |
| 1Y | +20.4% | +35.4% | -15.0% | +11.2% |
| 3Y | -32.1% | +57.3% | -89.4% | -41.0% |
| 5Y | -67.2% | +241.0% | -308.2% | -76.0% |
| 10Y | +31.7% | +16.6% | +15.1% | +3.4% |
| All | +534.8% | +603.8% | -69.0% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling