-26.1%
ELF vs FLNC
-62.1%
+36.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.3% | +4.3% | -3.1% |
| 7D | -6.8% | -4.2% | -2.6% | -6.4% |
| 30D | +5.1% | -20.0% | +25.1% | +7.6% |
| 3M | +79.8% | -56.9% | +136.6% | +95.8% |
| 6M | +29.7% | -35.5% | +65.3% | +28.8% |
| YTD | +31.6% | -48.8% | +80.5% | +33.2% |
| 1Y | -27.9% | +49.3% | -77.2% | -40.2% |
| All | -26.1% | -62.1% | +36.0% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling