+213.5%
FICO vs ELAN
-17.0%
+230.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +2.2% | +4.0% | -1.8% | +1.2% |
| 30D | +0.1% | +18.8% | -18.7% | -4.4% |
| 3M | -35.2% | +19.0% | -54.1% | -38.3% |
| 6M | -32.4% | +22.8% | -55.2% | -36.5% |
| YTD | -57.4% | +18.3% | -75.7% | -60.1% |
| 1Y | -58.5% | +21.8% | -80.3% | -61.5% |
| 3Y | -28.9% | +153.8% | -182.7% | -51.0% |
| 5Y | +91.7% | -18.9% | +110.6% | +95.4% |
| All | +213.5% | -17.0% | +230.5% | +164.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling