+96.7%
ELAN vs FFIV
+155.7%
-59.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -2.0% | +0.4% |
| 7D | -5.4% | +5.4% | -10.9% | -6.9% |
| 30D | +4.7% | -2.7% | +7.4% | +5.3% |
| 3M | -3.7% | +4.5% | -8.2% | -5.7% |
| 6M | -1.2% | +42.2% | -43.4% | -13.7% |
| YTD | +2.4% | +61.3% | -58.9% | -15.1% |
| 1Y | +23.4% | +23.0% | +0.3% | +13.8% |
| 3Y | +96.7% | +156.3% | -59.6% | +18.5% |
| All | +96.7% | +155.7% | -59.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 3y: compounded portfolio wealth divided by compounded FFIV 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…
3y analysis · Full analysis span regression · 6 months rolling