-33.4%
ELAN vs FDS
+35.2%
-68.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -0.7% |
| 7D | +0.3% | -5.4% | +5.6% | +2.0% |
| 30D | +8.4% | +1.6% | +6.8% | +7.5% |
| 3M | +1.2% | +17.7% | -16.5% | -5.7% |
| 6M | +2.6% | +29.1% | -26.4% | -9.7% |
| YTD | +5.9% | +1.0% | +5.0% | +2.9% |
| 1Y | +25.8% | -21.6% | +47.5% | +36.1% |
| 3Y | +106.8% | -30.1% | +136.9% | +132.9% |
| 5Y | -29.3% | -20.7% | -8.5% | -25.8% |
| All | -33.4% | +35.2% | -68.6% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling