+25.5%
ELAN vs FN
+12.8%
+12.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | -4.6% | +5.8% | -10.4% | -4.9% |
| 30D | +5.7% | -20.6% | +26.3% | +6.9% |
| 3M | -3.9% | -28.6% | +24.7% | -1.9% |
| 6M | -1.6% | -20.7% | +19.1% | -1.0% |
| YTD | +4.1% | -8.1% | +12.2% | +3.5% |
| 1Y | +25.5% | +13.3% | +12.2% | +19.9% |
| All | +25.5% | +12.8% | +12.7% | +19.9% |
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