+255.0%
ELF vs FLR
+242.2%
+12.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.6% |
| 7D | +5.4% | +5.4% | -0.1% | +4.0% |
| 30D | +27.0% | +11.4% | +15.6% | +23.5% |
| 3M | +113.2% | +11.4% | +101.8% | +106.1% |
| 6M | +36.6% | +16.6% | +19.9% | +29.4% |
| YTD | +44.2% | +41.7% | +2.5% | +30.3% |
| 1Y | -18.0% | +35.4% | -53.4% | -24.7% |
| 3Y | -19.9% | +57.3% | -77.2% | -31.0% |
| All | +255.0% | +242.2% | +12.8% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling