+146.7%
FITB vs ELAN
-27.0%
+173.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | -0.4% | -4.6% | +4.2% | +1.3% |
| 30D | -5.1% | +5.7% | -10.8% | -7.3% |
| 3M | +3.5% | -3.9% | +7.4% | +3.9% |
| 6M | +17.2% | -1.6% | +18.8% | +14.9% |
| YTD | +17.6% | +4.1% | +13.6% | +12.3% |
| 1Y | +23.4% | +25.5% | -2.2% | +8.7% |
| 3Y | +129.7% | +103.2% | +26.5% | +46.7% |
| 5Y | +68.4% | -29.8% | +98.2% | +82.3% |
| All | +146.7% | -27.0% | +173.7% | +106.6% |
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