+312.1%
FAST vs ELAN
-28.2%
+340.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.4% |
| 7D | -0.6% | -5.4% | +4.9% | +0.4% |
| 30D | -5.6% | +4.7% | -10.3% | -6.5% |
| 3M | +6.9% | -3.7% | +10.6% | +7.2% |
| 6M | +7.0% | -1.2% | +8.2% | +6.1% |
| YTD | +24.9% | +2.4% | +22.5% | +22.9% |
| 1Y | +6.5% | +23.4% | -16.9% | +0.8% |
| 3Y | +94.1% | +96.7% | -2.6% | +58.3% |
| 5Y | +107.7% | -30.6% | +138.2% | +114.5% |
| All | +312.1% | -28.2% | +340.3% | +288.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling