-22.6%
FPS vs ELAN
+4.6%
-27.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.0% | -20.3% | -18.3% |
| 7D | -23.3% | +11.7% | -35.1% | -26.5% |
| 30D | -42.4% | +12.4% | -54.9% | -45.0% |
| 3M | -43.0% | -1.1% | -41.9% | -43.0% |
| 6M | -44.5% | +12.4% | -56.9% | -49.3% |
| All | -22.6% | +4.6% | -27.2% | -25.8% |
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 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