+81.3%
FDX vs ELAN
-25.7%
+106.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.0% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | -1.4% | +8.4% | -9.8% | -3.6% |
| 3M | -4.5% | +1.2% | -5.7% | -5.4% |
| 6M | +9.4% | +2.6% | +6.8% | +7.1% |
| YTD | +36.0% | +5.9% | +30.1% | +31.7% |
| 1Y | +75.5% | +25.8% | +49.7% | +61.7% |
| 3Y | +62.8% | +106.8% | -44.0% | +22.3% |
| 5Y | +64.4% | -29.3% | +93.7% | +69.9% |
| All | +81.3% | -25.7% | +106.9% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling