-35.6%
ELAN vs FLR
-4.4%
-31.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.1% |
| 7D | -5.4% | -3.5% | -1.9% | -4.8% |
| 30D | +4.7% | +4.2% | +0.5% | +3.9% |
| 3M | -3.7% | +8.1% | -11.7% | -5.9% |
| 6M | -1.2% | +21.5% | -22.7% | -5.7% |
| YTD | +2.4% | +36.8% | -34.4% | -4.3% |
| 1Y | +23.4% | +31.2% | -7.8% | +15.5% |
| 3Y | +96.7% | +53.9% | +42.8% | +73.8% |
| 5Y | -30.6% | +243.0% | -273.6% | -47.3% |
| All | -35.6% | -4.4% | -31.2% | -49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling