+34.1%
FITB vs ELAN
+13.9%
+20.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.1% |
| 7D | +2.3% | +11.7% | -9.4% | +1.0% |
| 30D | +7.7% | +12.4% | -4.7% | +6.1% |
| 3M | -4.5% | -1.1% | -3.4% | -4.5% |
| 6M | +12.5% | +12.4% | 0.0% | +9.8% |
| YTD | +19.8% | +11.8% | +7.9% | +16.9% |
| 1Y | +34.1% | +12.5% | +21.7% | +29.5% |
| All | +34.1% | +13.9% | +20.3% | +29.5% |
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