+301.7%
ELF vs FLR
+7.4%
+294.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.1% |
| 7D | +1.6% | +5.4% | -3.8% | +0.4% |
| 30D | +9.1% | +2.8% | +6.3% | +8.3% |
| 3M | +28.2% | -6.4% | +34.6% | +29.5% |
| 6M | +119.5% | +8.8% | +110.8% | +113.2% |
| YTD | +55.2% | +23.6% | +31.6% | +45.5% |
| 1Y | +58.6% | +13.8% | +44.8% | +51.3% |
| 3Y | +21.3% | +36.5% | -15.2% | +8.8% |
| 5Y | +276.2% | +119.3% | +156.9% | +197.3% |
| All | +301.7% | +7.4% | +294.3% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling