+21.8%
ELAN vs FN
-25.5%
+47.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.3% | +8.4% | +1.6% |
| 7D | +4.0% | +0.3% | +3.8% | +3.9% |
| 30D | +18.8% | -16.5% | +35.3% | +19.4% |
| 3M | +19.0% | -42.1% | +61.1% | +21.9% |
| 6M | +22.8% | -52.9% | +75.7% | +29.6% |
| YTD | +18.3% | -28.0% | +46.3% | +18.0% |
| 1Y | +21.8% | -18.5% | +40.3% | +19.3% |
| All | +21.8% | -25.5% | +47.3% | +19.3% |
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