+12.0%
FLUT vs ELAN
-27.0%
+39.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.1% |
| 7D | -2.6% | -4.6% | +2.0% | -2.0% |
| 30D | +5.4% | +5.7% | -0.3% | +4.6% |
| 3M | -10.8% | -3.9% | -6.9% | -10.6% |
| 6M | -9.2% | -1.6% | -7.6% | -9.8% |
| YTD | -53.8% | +4.1% | -57.9% | -54.6% |
| 1Y | -66.0% | +25.5% | -91.5% | -67.5% |
| 3Y | -44.7% | +103.2% | -147.9% | -52.6% |
| 5Y | -50.6% | -29.8% | -20.8% | -53.6% |
| All | +12.0% | -27.0% | +39.0% | +4.4% |
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