+3.9%
FAST vs ELAN
+25.5%
-21.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | +1.8% | -4.6% | +6.4% | +2.4% |
| 30D | -6.4% | +5.7% | -12.1% | -7.2% |
| 3M | +5.3% | -3.9% | +9.2% | +5.4% |
| 6M | +5.4% | -1.6% | +7.0% | +4.5% |
| YTD | +23.6% | +4.1% | +19.5% | +21.7% |
| All | +3.9% | +25.5% | -21.6% | +3.6% |
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