+575.5%
EL vs FLR
+520.6%
+54.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | +2.7% | +10.1% | -7.4% | +0.7% |
| 30D | +10.8% | -0.5% | +11.3% | +10.7% |
| 3M | +26.5% | -4.8% | +31.3% | +27.1% |
| 6M | +31.1% | +10.7% | +20.4% | +26.9% |
| YTD | +6.6% | +25.0% | -18.3% | 0.0% |
| 1Y | +21.8% | +8.3% | +13.5% | +17.4% |
| 3Y | +1.8% | +36.8% | -35.1% | -9.1% |
| 5Y | -65.6% | +121.8% | -187.3% | -72.6% |
| 10Y | +60.3% | +9.2% | +51.2% | +27.3% |
| All | +575.5% | +520.6% | +54.9% | +259.2% |
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