+67.7%
FERG vs ELAN
-30.9%
+98.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.4% |
| 7D | -2.6% | -5.4% | +2.9% | -1.5% |
| 30D | -8.9% | +4.7% | -13.6% | -9.8% |
| 3M | -2.0% | -3.7% | +1.6% | -1.7% |
| 6M | -3.2% | -1.2% | -2.0% | -4.0% |
| YTD | +1.5% | +2.4% | -0.9% | -0.1% |
| 1Y | +0.5% | +23.4% | -22.9% | -4.8% |
| 3Y | +50.4% | +96.7% | -46.3% | +23.0% |
| All | +67.7% | -30.9% | +98.7% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling