-3.9%
ELF vs FLR
+2.5%
-6.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -1.5% | +1.4% | -2.9% | -1.9% |
| 30D | +9.5% | -5.9% | +15.5% | +11.3% |
| 3M | +29.4% | -7.6% | +37.0% | +31.4% |
| 6M | +83.7% | -9.3% | +93.0% | +84.9% |
| YTD | +49.4% | +20.1% | +29.3% | +14.6% |
| 1Y | -3.9% | +3.0% | -6.9% | -4.4% |
| All | -3.9% | +2.5% | -6.5% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling