+100.6%
FLEX vs ELAN
+25.6%
+75.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.8% | +6.5% |
| 7D | +5.7% | -5.4% | +11.2% | +8.9% |
| 30D | -7.0% | +4.7% | -11.7% | -9.9% |
| 3M | -23.8% | -3.7% | -20.2% | -24.4% |
| 6M | +82.6% | -1.2% | +83.8% | +77.9% |
| YTD | +91.6% | +2.4% | +89.2% | +87.5% |
| 1Y | +100.6% | +23.4% | +77.2% | +87.9% |
| All | +100.6% | +25.6% | +75.0% | +87.9% |
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