+593.3%
EL vs FLR
+532.1%
+61.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +7.6% | +5.1% | +2.5% | +6.6% |
| 30D | +15.7% | -0.5% | +16.2% | +15.5% |
| 3M | +30.5% | -3.5% | +34.0% | +30.9% |
| 6M | +32.5% | +16.5% | +16.1% | +27.0% |
| YTD | +9.4% | +27.3% | -17.8% | +2.3% |
| 1Y | +28.4% | +10.6% | +17.7% | +23.2% |
| 3Y | +4.4% | +39.4% | -34.9% | -7.1% |
| 5Y | -64.5% | +126.4% | -190.9% | -71.9% |
| 10Y | +64.9% | +8.4% | +56.5% | +31.3% |
| All | +593.3% | +532.1% | +61.2% | +267.4% |
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 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