+66.7%
FITB vs ELAN
-30.9%
+97.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.2% |
| 7D | -0.3% | -5.4% | +5.2% | +1.0% |
| 30D | -5.7% | +4.7% | -10.4% | -6.9% |
| 3M | +3.2% | -3.7% | +6.8% | +3.5% |
| 6M | +23.4% | -1.2% | +24.6% | +21.8% |
| YTD | +18.8% | +2.4% | +16.4% | +15.9% |
| 1Y | +25.0% | +23.4% | +1.6% | +15.6% |
| 3Y | +131.2% | +96.7% | +34.5% | +73.4% |
| All | +66.7% | -30.9% | +97.6% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling