+217.9%
FERG vs ELAN
-29.1%
+247.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.6% |
| 7D | -1.0% | -6.4% | +5.4% | 0.0% |
| 30D | -11.8% | +0.6% | -12.4% | -12.0% |
| 3M | -1.2% | 0.0% | -1.2% | -1.5% |
| 6M | -2.3% | -3.4% | +1.1% | -2.5% |
| YTD | +0.8% | +1.0% | -0.2% | -0.1% |
| 1Y | +0.5% | +24.7% | -24.2% | -3.4% |
| 3Y | +51.4% | +97.2% | -45.9% | +32.3% |
| 5Y | +67.5% | -31.5% | +99.0% | +56.3% |
| All | +217.9% | -29.1% | +247.0% | +200.0% |
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 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