+92.4%
FOXA vs ELAN
-24.7%
+117.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | +0.8% | -5.4% | +6.2% | +1.9% |
| 30D | +5.0% | +4.7% | +0.3% | +4.0% |
| 3M | -3.0% | -3.7% | +0.6% | -2.7% |
| 6M | +14.8% | -1.2% | +16.0% | +13.1% |
| YTD | -8.9% | +2.4% | -11.3% | -11.2% |
| 1Y | +13.3% | +23.4% | -10.1% | +5.3% |
| 3Y | +115.4% | +96.7% | +18.7% | +68.2% |
| 5Y | +95.3% | -30.6% | +125.9% | +101.6% |
| All | +92.4% | -24.7% | +117.0% | +63.3% |
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