-26.1%
FLUT vs ELF
+397.3%
-423.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.1% |
| 7D | -6.5% | +7.8% | -14.3% | -7.1% |
| 30D | +2.8% | +9.3% | -6.5% | +1.9% |
| 3M | -13.5% | +21.2% | -34.6% | -15.0% |
| 6M | -19.0% | +96.1% | -115.1% | -23.7% |
| YTD | -61.9% | +57.0% | -118.8% | -63.6% |
| 1Y | -63.2% | +61.9% | -125.1% | -65.0% |
| 3Y | -46.0% | +20.0% | -66.0% | -49.8% |
| 5Y | -51.8% | +284.8% | -336.5% | -60.1% |
| 10Y | -26.1% | +364.2% | -390.3% | -39.1% |
| All | -26.1% | +397.3% | -423.3% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling