+96.7%
ELAN vs FND
-50.3%
+147.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.9% |
| 7D | -5.4% | -5.8% | +0.3% | -3.1% |
| 30D | +4.7% | -20.2% | +24.9% | +14.6% |
| 3M | -3.7% | -12.0% | +8.3% | +0.1% |
| 6M | -1.2% | -18.5% | +17.3% | +5.2% |
| YTD | +2.4% | -22.3% | +24.6% | +10.0% |
| 1Y | +23.4% | -47.6% | +71.0% | +56.2% |
| 3Y | +96.7% | -49.8% | +146.4% | +112.8% |
| All | +96.7% | -50.3% | +147.0% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling