-34.6%
ELAN vs FTI
+252.8%
-287.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -4.6% | -2.3% | -2.2% | -4.1% |
| 30D | +5.7% | +5.0% | +0.7% | +4.5% |
| 3M | -3.9% | +13.8% | -17.7% | -6.9% |
| 6M | -1.6% | +22.9% | -24.5% | -6.7% |
| YTD | +4.1% | +75.0% | -70.9% | -8.9% |
| 1Y | +25.5% | +96.9% | -71.4% | +6.6% |
| 3Y | +103.2% | +276.7% | -173.5% | +45.6% |
| 5Y | -29.8% | +1,157.0% | -1,186.8% | -63.4% |
| All | -34.6% | +252.8% | -287.4% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling