-35.6%
ELAN vs FTI
+246.2%
-281.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -5.4% | -4.4% | -1.0% | -4.5% |
| 30D | +4.7% | +1.5% | +3.2% | +4.3% |
| 3M | -3.7% | +8.2% | -11.9% | -5.6% |
| 6M | -1.2% | +18.8% | -20.0% | -5.6% |
| YTD | +2.4% | +71.7% | -69.3% | -10.0% |
| 1Y | +23.4% | +90.0% | -66.7% | +5.7% |
| 3Y | +96.7% | +270.5% | -173.8% | +41.5% |
| 5Y | -30.6% | +1,084.5% | -1,115.1% | -63.3% |
| All | -35.6% | +246.2% | -281.8% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling