+0.6%
ELAN vs FGI
-68.3%
+68.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.9% | -6.9% | -1.1% |
| 7D | +4.6% | +6.9% | -2.3% | +4.5% |
| 30D | +17.4% | +3.9% | +13.4% | +17.3% |
| 3M | +16.5% | +74.3% | -57.8% | +13.8% |
| 6M | +21.9% | +28.9% | -7.0% | +19.5% |
| YTD | +17.0% | +39.1% | -22.1% | +13.7% |
| 1Y | +15.8% | +49.3% | -33.5% | +12.0% |
| 3Y | +147.9% | +5.7% | +142.2% | +136.1% |
| All | +0.6% | -68.3% | +68.9% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling