+275.1%
ELF vs FLR
+93.7%
+181.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.3% | +2.4% | +5.0% |
| 7D | +4.0% | -0.8% | +4.8% | +4.2% |
| 30D | +10.6% | -9.1% | +19.7% | +12.8% |
| 3M | +25.8% | -4.7% | +30.5% | +26.6% |
| 6M | +89.1% | -14.2% | +103.3% | +92.7% |
| YTD | +52.7% | +17.3% | +35.5% | +43.7% |
| 1Y | +51.7% | +4.3% | +47.5% | +46.8% |
| 3Y | +14.2% | +30.7% | -16.5% | +2.7% |
| All | +275.1% | +93.7% | +181.5% | +207.5% |
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