+23.6%
ELAN vs FN
-40.9%
+64.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.9% | -7.6% | +3.9% |
| 7D | +11.4% | +16.3% | -4.9% | +10.9% |
| 30D | +17.1% | -24.7% | +41.9% | +14.7% |
| 3M | +21.3% | -34.9% | +56.3% | +18.5% |
| All | +23.6% | -40.9% | +64.5% | +24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling