-26.8%
FLUT vs ELV
+268.6%
-295.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | +9.3% | +0.4% | +8.9% | +9.2% |
| 3M | -17.5% | +8.4% | -25.9% | -18.0% |
| 6M | -14.6% | +8.4% | -23.0% | -15.3% |
| YTD | -62.3% | +24.4% | -86.6% | -63.0% |
| 1Y | -59.6% | +33.5% | -93.1% | -60.7% |
| 3Y | -45.3% | -2.1% | -43.2% | -45.7% |
| 5Y | -50.4% | +5.8% | -56.2% | -51.3% |
| All | -26.8% | +268.6% | -295.4% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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