+18.9%
ELV vs FLR
+238.5%
-219.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.0% |
| 7D | -2.2% | -3.1% | +0.9% | -2.0% |
| 30D | -0.2% | +4.9% | -5.1% | -0.6% |
| 3M | -6.1% | +10.8% | -16.9% | -7.1% |
| 6M | +42.8% | +19.7% | +23.2% | +40.1% |
| YTD | +14.4% | +38.4% | -24.0% | +10.8% |
| 1Y | +28.6% | +34.7% | -6.1% | +24.7% |
| 3Y | -7.4% | +56.7% | -64.1% | -13.2% |
| All | +18.9% | +238.5% | -219.5% | -1.3% |
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