+364.2%
ELF vs FLR
+17.5%
+346.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.3% | -5.5% | +1.0% |
| 7D | +7.8% | +8.5% | -0.7% | +6.0% |
| 30D | +9.3% | -0.7% | +10.0% | +9.2% |
| 3M | +21.2% | -11.7% | +32.9% | +23.9% |
| 6M | +96.1% | +16.2% | +79.9% | +87.7% |
| YTD | +57.0% | +27.0% | +30.0% | +46.3% |
| 1Y | +61.9% | +10.1% | +51.8% | +55.5% |
| 3Y | +20.0% | +46.2% | -26.2% | +6.0% |
| 5Y | +284.8% | +121.4% | +163.3% | +203.0% |
| 10Y | +364.2% | +11.0% | +353.2% | +236.0% |
| All | +364.2% | +17.5% | +346.7% | +236.0% |
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