-29.8%
ELAN vs FE
+46.0%
-75.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | -4.6% | -0.2% | -4.4% | -4.5% |
| 30D | +5.7% | -1.2% | +6.9% | +6.2% |
| 3M | -3.9% | +1.7% | -5.5% | -4.7% |
| 6M | -1.6% | -7.5% | +5.8% | +1.2% |
| YTD | +4.1% | +6.3% | -2.3% | +1.0% |
| 1Y | +25.5% | +10.9% | +14.7% | +19.7% |
| 3Y | +103.2% | +46.9% | +56.3% | +68.6% |
| 5Y | -29.8% | +47.6% | -77.4% | -42.8% |
| All | -29.8% | +46.0% | -75.8% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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