-55.8%
FIG vs ELAN
+41.2%
-97.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.4% |
| 7D | -16.3% | +1.6% | -17.9% | -16.5% |
| 30D | -14.3% | -6.6% | -7.8% | -13.6% |
| 3M | +7.2% | -0.8% | +8.0% | +7.6% |
| 6M | -18.6% | +0.2% | -18.9% | -18.2% |
| YTD | -35.5% | +8.3% | -43.7% | -35.9% |
| 1Y | -55.8% | +40.2% | -96.0% | -57.9% |
| All | -55.8% | +41.2% | -97.0% | -57.9% |
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