+318.2%
FICO vs ELAN
-29.1%
+347.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.5% |
| 7D | -14.1% | -6.4% | -7.8% | -12.7% |
| 30D | -7.5% | +0.6% | -8.0% | -7.8% |
| 3M | -21.3% | 0.0% | -21.2% | -21.5% |
| 6M | -25.2% | -3.4% | -21.8% | -25.7% |
| YTD | -43.2% | +1.0% | -44.2% | -44.4% |
| 1Y | -37.2% | +24.7% | -61.9% | -42.2% |
| 3Y | +6.8% | +97.2% | -90.5% | -21.3% |
| 5Y | +112.8% | -31.5% | +144.3% | +127.3% |
| All | +318.2% | -29.1% | +347.3% | +269.2% |
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