+25.0%
FLEX vs ELAN
+13.9%
+11.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.0% | -15.3% | -13.8% |
| 7D | -17.0% | +11.7% | -28.7% | -21.8% |
| 30D | -33.8% | +12.4% | -46.3% | -38.0% |
| 3M | -39.0% | -1.1% | -37.9% | -39.3% |
| 6M | -15.9% | +12.4% | -28.3% | -23.7% |
| YTD | +27.8% | +11.8% | +16.0% | +20.4% |
| 1Y | +25.0% | +12.5% | +12.5% | +17.1% |
| All | +25.0% | +13.9% | +11.1% | +17.1% |
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