-26.4%
ELAN vs FN
+713.5%
-740.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.9% | -6.9% | -2.2% |
| 7D | +4.6% | +8.0% | -3.4% | +2.8% |
| 30D | +17.4% | -19.1% | +36.5% | +21.2% |
| 3M | +16.5% | -29.8% | +46.3% | +22.3% |
| 6M | +21.9% | -43.2% | +65.1% | +31.2% |
| YTD | +17.0% | -18.9% | +36.0% | +12.9% |
| 1Y | +15.8% | -17.9% | +33.7% | +10.5% |
| 3Y | +147.9% | +120.1% | +27.8% | +66.6% |
| 5Y | -19.1% | +206.7% | -225.8% | -52.7% |
| All | -26.4% | +713.5% | -740.0% | -70.3% |
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 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