-26.1%
FLUT vs ELF
+316.3%
-342.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | 0.0% | -3.8% |
| 7D | -1.2% | +3.4% | -4.6% | -1.5% |
| 30D | +5.0% | +5.0% | 0.0% | +4.5% |
| 3M | -16.4% | +22.6% | -39.0% | -18.0% |
| 6M | -14.6% | +104.0% | -118.5% | -19.9% |
| YTD | -61.9% | +49.3% | -111.2% | -63.5% |
| 1Y | -65.0% | +46.0% | -111.1% | -66.5% |
| 3Y | -44.8% | +19.4% | -64.2% | -48.7% |
| 5Y | -49.9% | +262.0% | -311.9% | -58.5% |
| All | -26.1% | +316.3% | -342.4% | -38.5% |
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