+80.0%
FDX vs ELAN
-28.2%
+108.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | -3.3% | -5.4% | +2.2% | -1.9% |
| 30D | -4.5% | +4.7% | -9.2% | -5.8% |
| 3M | -7.3% | -3.7% | -3.7% | -7.0% |
| 6M | +7.5% | -1.2% | +8.7% | +6.2% |
| YTD | +35.1% | +2.4% | +32.7% | +31.9% |
| 1Y | +71.4% | +23.4% | +48.0% | +58.7% |
| 3Y | +60.8% | +96.7% | -35.9% | +22.5% |
| 5Y | +65.5% | -30.6% | +96.1% | +71.5% |
| All | +80.0% | -28.2% | +108.2% | +65.6% |
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 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