+113.0%
FICO vs ELAN
-30.4%
+143.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.1% | +5.7% |
| 7D | -10.6% | -4.6% | -6.0% | -9.8% |
| 30D | -6.3% | +5.7% | -12.0% | -7.4% |
| 3M | -19.7% | -3.9% | -15.9% | -19.4% |
| 6M | -31.8% | -1.6% | -30.2% | -32.2% |
| YTD | -41.8% | +4.1% | -45.9% | -43.0% |
| 1Y | -36.4% | +25.5% | -62.0% | -40.1% |
| 3Y | +9.3% | +103.2% | -93.9% | -13.5% |
| 5Y | +113.0% | -29.8% | +142.8% | +124.5% |
| All | +113.0% | -30.4% | +143.4% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling