-10.5%
ELAN vs FGI
-69.1%
+58.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -1.8% |
| 7D | -4.6% | +14.7% | -19.3% | -4.8% |
| 30D | +5.7% | +67.0% | -61.3% | +3.4% |
| 3M | -3.9% | +31.0% | -34.9% | -5.6% |
| 6M | -1.6% | +126.8% | -128.4% | -5.4% |
| YTD | +4.1% | +35.6% | -31.5% | +1.3% |
| 1Y | +25.5% | +108.9% | -83.4% | +18.4% |
| 3Y | +103.2% | -0.3% | +103.5% | +94.2% |
| All | -10.5% | -69.1% | +58.6% | -9.7% |
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