+93.4%
FICO vs ELAN
-18.4%
+111.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +0.9% | +8.9% | -8.0% | -0.8% |
| 30D | +9.4% | +16.8% | -7.3% | +6.3% |
| 3M | -30.4% | +20.1% | -50.5% | -32.9% |
| 6M | -35.1% | +13.2% | -48.3% | -37.0% |
| YTD | -56.8% | +18.3% | -75.0% | -58.7% |
| 1Y | -58.4% | +20.2% | -78.6% | -60.4% |
| 3Y | -26.7% | +150.6% | -177.3% | -44.5% |
| All | +93.4% | -18.4% | +111.8% | +104.0% |
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 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