-30.4%
ELAN vs FDS
-29.0%
-1.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | -5.4% | -14.0% | +8.6% | -2.2% |
| 30D | +4.7% | -6.2% | +10.9% | +6.0% |
| 3M | -3.7% | +10.2% | -13.8% | -6.9% |
| 6M | -1.2% | +27.4% | -28.6% | -10.6% |
| YTD | +2.4% | -9.3% | +11.6% | +5.1% |
| 1Y | +23.4% | -28.6% | +52.0% | +40.5% |
| 3Y | +96.7% | -36.8% | +133.5% | +133.2% |
| All | -30.4% | -29.0% | -1.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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