+1,663.9%
FLUT vs ELV
+1,529.5%
+134.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | +5.0% | +1.1% | +3.9% | +4.9% |
| 3M | -16.4% | +8.2% | -24.6% | -16.9% |
| 6M | -14.6% | +10.2% | -24.8% | -15.3% |
| YTD | -61.9% | +24.4% | -86.3% | -62.6% |
| 1Y | -65.0% | +33.8% | -98.9% | -65.8% |
| 3Y | -44.8% | -1.4% | -43.5% | -45.3% |
| 5Y | -49.9% | +5.8% | -55.7% | -50.7% |
| 10Y | -26.1% | +269.1% | -295.2% | -33.7% |
| All | +1,663.9% | +1,529.5% | +134.4% | +1,248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling