+237.3%
ELF vs FLNC
-69.1%
+306.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.9% |
| 7D | +5.4% | -4.9% | +10.2% | +6.0% |
| 30D | +27.0% | -27.3% | +54.2% | +31.6% |
| 3M | +113.2% | -61.9% | +175.1% | +136.3% |
| 6M | +36.6% | -34.5% | +71.1% | +35.9% |
| YTD | +44.2% | -47.7% | +91.9% | +46.1% |
| 1Y | -18.0% | +53.3% | -71.3% | -31.0% |
| 3Y | -19.9% | -62.4% | +42.5% | -25.8% |
| All | +237.3% | -69.1% | +306.4% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling