-3.4%
ELAN vs FLR
+16.9%
-20.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.5% |
| 7D | -6.4% | -6.9% | +0.5% | -5.3% |
| 30D | +0.6% | +1.1% | -0.6% | +0.4% |
| 3M | 0.0% | +14.3% | -14.4% | -5.1% |
| 6M | -3.4% | +19.1% | -22.5% | -10.6% |
| All | -3.4% | +16.9% | -20.3% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling