-50.6%
FLUT vs ELV
+14.8%
-65.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -2.6% | -2.2% | -0.4% | -2.4% |
| 30D | +5.4% | -0.2% | +5.6% | +5.4% |
| 3M | -10.8% | -6.1% | -4.7% | -10.4% |
| 6M | -9.2% | +42.8% | -52.0% | -12.1% |
| YTD | -53.8% | +14.4% | -68.2% | -54.4% |
| 1Y | -66.0% | +28.6% | -94.6% | -66.7% |
| 3Y | -44.7% | -7.4% | -37.3% | -44.6% |
| 5Y | -50.6% | +14.5% | -65.0% | -53.7% |
| All | -50.6% | +14.8% | -65.3% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling