-29.3%
ELAN vs FN
+299.7%
-329.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.5% |
| 7D | +0.3% | +3.5% | -3.3% | -0.4% |
| 30D | +8.4% | -26.0% | +34.3% | +13.2% |
| 3M | +1.2% | -33.3% | +34.5% | +6.6% |
| 6M | +2.6% | -14.9% | +17.5% | +1.4% |
| YTD | +5.9% | -8.6% | +14.5% | +2.0% |
| 1Y | +25.8% | +12.3% | +13.5% | +14.2% |
| 3Y | +106.8% | +174.4% | -67.6% | +41.2% |
| 5Y | -29.3% | +296.4% | -325.7% | -56.5% |
| All | -29.3% | +299.7% | -329.0% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling