-80.9%
FIG vs ELAN
+68.2%
-149.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.3% |
| 7D | -14.5% | -4.6% | -9.9% | -14.5% |
| 30D | -13.3% | +5.7% | -19.0% | -13.3% |
| 3M | +7.4% | -3.9% | +11.3% | +7.7% |
| 6M | -27.8% | -1.6% | -26.2% | -27.0% |
| YTD | -41.1% | +4.1% | -45.2% | -39.2% |
| 1Y | -58.7% | +25.5% | -84.3% | -54.0% |
| All | -80.9% | +68.2% | -149.2% | -72.9% |
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 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