-25.6%
FLUT vs ELF
+357.0%
-382.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -1.5% | +6.3% | -7.8% | -2.0% |
| 30D | +3.4% | +8.5% | -5.1% | +2.6% |
| 3M | -12.5% | +24.4% | -36.9% | -14.2% |
| 6M | -18.5% | +94.7% | -113.2% | -23.2% |
| YTD | -61.6% | +55.9% | -117.5% | -63.4% |
| 1Y | -64.1% | +48.4% | -112.5% | -65.6% |
| 3Y | -44.5% | +24.6% | -69.1% | -48.6% |
| 5Y | -51.3% | +285.0% | -336.3% | -59.8% |
| 10Y | -25.6% | +357.2% | -382.8% | -41.3% |
| All | -25.6% | +357.0% | -382.6% | -41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling