-27.8%
FICO vs ELAN
+150.6%
-178.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +0.9% | +8.9% | -8.0% | -0.2% |
| 30D | +9.4% | +16.8% | -7.3% | +7.4% |
| 3M | -30.4% | +20.1% | -50.5% | -32.0% |
| 6M | -35.1% | +13.2% | -48.3% | -36.2% |
| YTD | -56.8% | +18.3% | -75.0% | -58.0% |
| 1Y | -58.4% | +20.2% | -78.6% | -59.6% |
| All | -27.8% | +150.6% | -178.4% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling