+1,033.7%
FLEX vs ELAN
-25.7%
+1,059.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.5% | +5.1% |
| 7D | +7.0% | +0.3% | +6.7% | +6.8% |
| 30D | -5.8% | +8.4% | -14.2% | -8.8% |
| 3M | -24.2% | +1.2% | -25.4% | -25.5% |
| 6M | +90.8% | +2.6% | +88.2% | +87.7% |
| YTD | +89.2% | +5.9% | +83.3% | +83.8% |
| 1Y | +104.7% | +25.8% | +78.9% | +86.7% |
| 3Y | +478.1% | +106.8% | +371.3% | +310.1% |
| 5Y | +726.2% | -29.3% | +755.5% | +796.0% |
| All | +1,033.7% | -25.7% | +1,059.4% | +883.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling