-43.5%
FLUT vs ELV
-6.5%
-37.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +3.8% | -0.3% | +4.1% | +3.8% |
| 30D | +6.3% | +2.0% | +4.3% | +6.2% |
| 3M | -4.0% | -3.5% | -0.6% | -3.9% |
| 6M | -10.3% | +40.2% | -50.5% | -11.8% |
| YTD | -53.2% | +15.8% | -69.0% | -53.4% |
| 1Y | -65.0% | +33.2% | -98.2% | -65.3% |
| All | -43.5% | -6.5% | -37.0% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling