-38.6%
FICO vs ELAN
+41.2%
-79.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.7% |
| 7D | -19.2% | +1.6% | -20.8% | -19.4% |
| 30D | -14.6% | -6.6% | -8.0% | -13.9% |
| 3M | -20.1% | -0.8% | -19.2% | -19.9% |
| 6M | -36.3% | +0.2% | -36.6% | -37.1% |
| YTD | -44.9% | +8.3% | -53.1% | -45.7% |
| 1Y | -38.6% | +40.2% | -78.9% | -34.7% |
| All | -38.6% | +41.2% | -79.8% | -34.7% |
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 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