+198.1%
ELF vs FLNC
-70.4%
+268.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.9% |
| 7D | -11.6% | -4.1% | -7.6% | -11.3% |
| 30D | +4.6% | -24.8% | +29.4% | +8.1% |
| 3M | +59.7% | -59.1% | +118.8% | +75.8% |
| 6M | +21.2% | -42.0% | +63.2% | +22.6% |
| YTD | +27.4% | -49.8% | +77.2% | +29.6% |
| 1Y | -29.8% | +43.1% | -72.9% | -40.3% |
| 3Y | -28.5% | -61.0% | +32.5% | -34.0% |
| All | +198.1% | -70.4% | +268.5% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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