+305.8%
FICO vs ELAN
-24.0%
+329.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.8% |
| 7D | -19.2% | +1.6% | -20.8% | -19.5% |
| 30D | -14.6% | -6.6% | -8.0% | -13.3% |
| 3M | -20.1% | -0.8% | -19.2% | -20.2% |
| 6M | -36.3% | +0.2% | -36.6% | -37.3% |
| YTD | -44.9% | +8.3% | -53.1% | -46.9% |
| 1Y | -38.6% | +40.2% | -78.9% | -45.2% |
| 3Y | +4.0% | +97.7% | -93.8% | -22.8% |
| 5Y | +99.5% | -28.3% | +127.8% | +111.3% |
| All | +305.8% | -24.0% | +329.9% | +252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling