-51.7%
FIG vs ELAN
+13.9%
-65.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.2% | +4.8% |
| 7D | -4.7% | +11.7% | -16.4% | -6.1% |
| 30D | +0.5% | +12.4% | -11.9% | -1.2% |
| 3M | -18.4% | -1.1% | -17.3% | -18.3% |
| 6M | +10.9% | +12.4% | -1.6% | +8.5% |
| YTD | -40.8% | +11.8% | -52.6% | -41.6% |
| 1Y | -51.7% | +12.5% | -64.2% | -52.4% |
| All | -51.7% | +13.9% | -65.5% | -52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling