+71.4%
FDX vs ELAN
+25.6%
+45.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -3.3% | -5.4% | +2.2% | -2.3% |
| 30D | -4.5% | +4.7% | -9.2% | -5.4% |
| 3M | -7.3% | -3.7% | -3.7% | -7.2% |
| 6M | +7.5% | -1.2% | +8.7% | +6.2% |
| YTD | +35.1% | +2.4% | +32.7% | +32.4% |
| 1Y | +71.4% | +23.4% | +48.0% | +61.0% |
| All | +71.4% | +25.6% | +45.8% | +61.0% |
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