+161.6%
ELAN vs FN
+112.9%
+48.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.9% | -7.6% | +2.6% |
| 7D | +11.4% | +16.3% | -4.9% | +8.8% |
| 30D | +17.1% | -24.7% | +41.9% | +20.8% |
| 3M | +21.3% | -34.9% | +56.3% | +26.7% |
| 6M | +13.5% | -41.1% | +54.6% | +18.9% |
| YTD | +18.6% | -19.6% | +38.2% | +15.6% |
| 1Y | +24.9% | -18.5% | +43.4% | +20.5% |
| 3Y | +161.6% | +119.1% | +42.5% | +73.3% |
| All | +161.6% | +112.9% | +48.7% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling