+440.9%
FLEX vs ELAN
+96.4%
+344.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.3% |
| 7D | +0.1% | -6.4% | +6.5% | +2.1% |
| 30D | -11.8% | +0.6% | -12.3% | -12.2% |
| 3M | -22.6% | 0.0% | -22.5% | -23.4% |
| 6M | +77.3% | -3.4% | +80.7% | +77.8% |
| YTD | +78.8% | +1.0% | +77.7% | +77.3% |
| 1Y | +86.1% | +24.7% | +61.4% | +75.5% |
| All | +440.9% | +96.4% | +344.5% | +378.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling