+2,385.0%
ELV vs FLR
+241.0%
+2,144.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -0.3% | +0.7% | -0.9% | -0.4% |
| 30D | +2.0% | -0.7% | +2.6% | +1.9% |
| 3M | -3.5% | +14.3% | -17.8% | -6.2% |
| 6M | +40.2% | +25.6% | +14.6% | +33.4% |
| YTD | +15.8% | +42.9% | -27.0% | +7.8% |
| 1Y | +33.2% | +38.7% | -5.6% | +24.0% |
| 3Y | -6.2% | +61.8% | -68.0% | -18.1% |
| 5Y | +16.4% | +254.1% | -237.7% | -13.9% |
| 10Y | +259.8% | +20.0% | +239.7% | +185.5% |
| All | +2,385.0% | +241.0% | +2,144.0% | +1,297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling