-31.9%
ELAN vs FN
+798.1%
-830.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.3% |
| 7D | +1.6% | -1.7% | +3.3% | +1.9% |
| 30D | -6.6% | -22.0% | +15.4% | -2.8% |
| 3M | -0.8% | -43.0% | +42.2% | +9.2% |
| 6M | +0.2% | -27.7% | +28.0% | +2.6% |
| YTD | +8.3% | -10.5% | +18.8% | +4.0% |
| 1Y | +40.2% | +12.5% | +27.7% | +25.2% |
| 3Y | +97.7% | +153.8% | -56.1% | +30.7% |
| 5Y | -28.3% | +288.0% | -316.3% | -60.1% |
| All | -31.9% | +798.1% | -830.1% | -72.6% |
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