+1,048.3%
FLEX vs ELAN
-28.2%
+1,076.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.8% | +6.7% |
| 7D | +5.7% | -5.4% | +11.2% | +7.8% |
| 30D | -7.0% | +4.7% | -11.7% | -8.8% |
| 3M | -23.8% | -3.7% | -20.2% | -23.7% |
| 6M | +82.6% | -1.2% | +83.8% | +82.1% |
| YTD | +91.6% | +2.4% | +89.2% | +88.5% |
| 1Y | +100.6% | +23.4% | +77.2% | +84.5% |
| 3Y | +479.8% | +96.7% | +383.1% | +319.2% |
| 5Y | +746.5% | -30.6% | +777.1% | +823.3% |
| All | +1,048.3% | -28.2% | +1,076.4% | +908.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling