-25.4%
ELAN vs FN
+706.7%
-732.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.9% | -7.6% | +1.9% |
| 7D | +11.4% | +16.3% | -4.9% | +7.6% |
| 30D | +17.1% | -24.7% | +41.9% | +22.7% |
| 3M | +21.3% | -34.9% | +56.3% | +29.4% |
| 6M | +13.5% | -41.1% | +54.6% | +21.0% |
| YTD | +18.6% | -19.6% | +38.2% | +14.7% |
| 1Y | +24.9% | -18.5% | +43.4% | +19.3% |
| 3Y | +161.6% | +119.1% | +42.5% | +76.0% |
| 5Y | -18.9% | +206.9% | -225.9% | -52.6% |
| All | -25.4% | +706.7% | -732.2% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling