+106.8%
ELAN vs FGI
-6.2%
+113.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.2% |
| 7D | +0.3% | +5.2% | -4.9% | +0.2% |
| 30D | +8.4% | +65.2% | -56.8% | +7.3% |
| 3M | +1.2% | +30.2% | -28.9% | +0.3% |
| 6M | +2.6% | +87.8% | -85.2% | +1.6% |
| YTD | +5.9% | +32.5% | -26.5% | +5.2% |
| 1Y | +25.8% | +93.6% | -67.8% | +24.5% |
| 3Y | +106.8% | -2.6% | +109.4% | +114.4% |
| All | +106.8% | -6.2% | +113.0% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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