+21.3%
ELF vs FLR
+35.7%
-14.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.2% |
| 7D | +1.6% | +5.4% | -3.8% | +0.1% |
| 30D | +9.1% | +2.8% | +6.3% | +8.1% |
| 3M | +28.2% | -6.4% | +34.6% | +29.9% |
| 6M | +119.5% | +8.8% | +110.8% | +110.3% |
| YTD | +55.2% | +23.6% | +31.6% | +40.9% |
| 1Y | +58.6% | +13.8% | +44.8% | +47.7% |
| 3Y | +21.3% | +36.5% | -15.2% | -3.1% |
| All | +21.3% | +35.7% | -14.4% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling