-30.4%
ELAN vs FTI
+1,066.8%
-1,097.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | -5.4% | -4.4% | -1.0% | -4.6% |
| 30D | +4.7% | +1.5% | +3.2% | +4.4% |
| 3M | -3.7% | +8.2% | -11.9% | -5.3% |
| 6M | -1.2% | +18.8% | -20.0% | -5.0% |
| YTD | +2.4% | +71.7% | -69.3% | -8.3% |
| 1Y | +23.4% | +90.0% | -66.7% | +8.0% |
| 3Y | +96.7% | +270.5% | -173.8% | +48.7% |
| All | -30.4% | +1,066.8% | -1,097.2% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling