-9.7%
FLUT vs ELF
+357.0%
-366.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.4% |
| 7D | -1.6% | +5.4% | -7.0% | -2.1% |
| 30D | +7.7% | +27.0% | -19.2% | +5.5% |
| 3M | -0.7% | +113.2% | -113.9% | -6.9% |
| 6M | -11.2% | +36.6% | -47.7% | -13.9% |
| YTD | -53.4% | +44.2% | -97.7% | -55.2% |
| 1Y | -65.8% | -18.0% | -47.8% | -65.9% |
| 3Y | -44.9% | -19.9% | -25.0% | -47.1% |
| 5Y | -49.7% | +257.7% | -307.4% | -58.1% |
| All | -9.7% | +357.0% | -366.7% | -25.0% |
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