+34.3%
FANG vs ELAN
+13.9%
+20.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.9% | -4.5% |
| 7D | -11.3% | +11.7% | -23.1% | -9.9% |
| 30D | -0.7% | +12.4% | -13.1% | +1.1% |
| 3M | -4.2% | -1.1% | -3.0% | -3.9% |
| 6M | -13.5% | +12.4% | -25.9% | -10.6% |
| YTD | +23.7% | +11.8% | +11.9% | +28.6% |
| 1Y | +34.3% | +12.5% | +21.8% | +39.9% |
| All | +34.3% | +13.9% | +20.5% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling