-63.2%
FLUT vs ELF
-3.2%
-59.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.5% |
| 7D | +4.2% | -1.5% | +5.7% | +4.3% |
| 30D | +8.0% | +9.5% | -1.5% | +6.9% |
| 3M | -22.1% | +29.4% | -51.4% | -24.3% |
| 6M | -21.7% | +83.7% | -105.4% | -26.6% |
| YTD | -62.0% | +49.4% | -111.4% | -63.8% |
| 1Y | -63.2% | -3.9% | -59.2% | -64.2% |
| All | -63.2% | -3.2% | -59.9% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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