+11.4%
FPS vs ELAN
-1.0%
+12.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.2% | +3.9% |
| 7D | +10.4% | +0.3% | +10.1% | +10.2% |
| 30D | -16.5% | +8.4% | -24.9% | -19.4% |
| 3M | -45.5% | +1.2% | -46.8% | -47.0% |
| 6M | +2.1% | +2.6% | -0.5% | -2.9% |
| All | +11.4% | -1.0% | +12.4% | +9.1% |
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