-30.4%
ELAN vs FND
-63.3%
+32.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | -5.4% | -5.8% | +0.3% | -3.2% |
| 30D | +4.7% | -20.2% | +24.9% | +14.2% |
| 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% | +10.1% |
| 1Y | +23.4% | -47.6% | +71.0% | +54.0% |
| 3Y | +96.7% | -49.8% | +146.4% | +138.3% |
| All | -30.4% | -63.3% | +32.9% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling