-20.4%
ELF vs FLR
+56.7%
-77.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.7% |
| 7D | +5.4% | +5.4% | -0.1% | +3.8% |
| 30D | +27.0% | +11.4% | +15.6% | +22.9% |
| 3M | +113.2% | +11.4% | +101.8% | +104.8% |
| 6M | +36.6% | +16.6% | +19.9% | +27.9% |
| YTD | +44.2% | +41.7% | +2.5% | +27.3% |
| 1Y | -18.0% | +35.4% | -53.4% | -26.0% |
| All | -20.4% | +56.7% | -77.2% | -34.4% |
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 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