+98.5%
FLEX vs ELAN
+41.2%
+57.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -0.9% | +1.6% | -2.5% | -1.8% |
| 30D | -10.1% | -6.6% | -3.6% | -7.4% |
| 3M | -31.3% | -0.8% | -30.5% | -32.5% |
| 6M | +71.3% | +0.2% | +71.0% | +63.7% |
| YTD | +81.2% | +8.3% | +73.0% | +72.9% |
| 1Y | +98.5% | +40.2% | +58.3% | +85.2% |
| All | +98.5% | +41.2% | +57.3% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling