+3.7%
FICO vs ELAN
+105.8%
-102.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | -15.4% | +0.3% | -15.7% | -15.5% |
| 30D | -10.4% | +8.4% | -18.7% | -11.3% |
| 3M | -22.7% | +1.2% | -23.9% | -22.9% |
| 6M | -36.8% | +2.6% | -39.4% | -37.3% |
| YTD | -44.8% | +5.9% | -50.7% | -45.6% |
| 1Y | -39.3% | +25.8% | -65.2% | -41.4% |
| 3Y | +3.7% | +106.8% | -103.1% | -15.0% |
| All | +3.7% | +105.8% | -102.0% | -15.0% |
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 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