-43.6%
FLUT vs ELAN
+99.1%
-142.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.7% |
| 7D | +0.4% | -5.4% | +5.9% | +1.1% |
| 30D | +2.5% | +4.7% | -2.2% | +2.0% |
| 3M | -9.2% | -3.7% | -5.6% | -9.1% |
| 6M | -8.2% | -1.2% | -7.0% | -8.9% |
| YTD | -53.2% | +2.4% | -55.6% | -53.9% |
| 1Y | -65.6% | +23.4% | -89.0% | -67.0% |
| 3Y | -43.6% | +96.7% | -140.3% | -55.9% |
| All | -43.6% | +99.1% | -142.6% | -55.9% |
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 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