+40.2%
ELAN vs FN
+17.1%
+23.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.1% |
| 7D | +1.6% | -1.7% | +3.3% | +1.7% |
| 30D | -6.6% | -22.0% | +15.4% | -5.5% |
| 3M | -0.8% | -43.0% | +42.2% | +4.1% |
| 6M | +0.2% | -27.7% | +28.0% | +1.6% |
| YTD | +8.3% | -10.5% | +18.8% | +7.8% |
| 1Y | +40.2% | +12.5% | +27.7% | +31.7% |
| All | +40.2% | +17.1% | +23.2% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling