+262.9%
ELF vs FLNC
-86.0%
+348.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.1% |
| 7D | +1.6% | -11.2% | +12.8% | +3.0% |
| 30D | +9.1% | -24.6% | +33.7% | +12.4% |
| 3M | +28.2% | -64.6% | +92.8% | +43.5% |
| 6M | +119.5% | -78.8% | +198.4% | +154.4% |
| YTD | +55.2% | -76.3% | +131.5% | +71.1% |
| 1Y | +58.6% | -71.2% | +129.8% | +68.9% |
| 3Y | +21.3% | -71.9% | +93.2% | +14.9% |
| 5Y | +276.2% | -87.5% | +363.7% | +269.3% |
| All | +262.9% | -86.0% | +348.9% | +250.8% |
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 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