+94.7%
FAST vs ELAN
+105.8%
-11.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.2% |
| 7D | +1.3% | +0.3% | +1.0% | +1.3% |
| 30D | -4.7% | +8.4% | -13.1% | -5.5% |
| 3M | +7.9% | +1.2% | +6.7% | +7.6% |
| 6M | +7.4% | +2.6% | +4.8% | +6.7% |
| YTD | +25.1% | +5.9% | +19.2% | +23.8% |
| 1Y | +4.7% | +25.8% | -21.1% | +2.2% |
| 3Y | +94.7% | +106.8% | -12.1% | +78.6% |
| All | +94.7% | +105.8% | -11.1% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling