+114.9%
ADP vs ELAN
-28.2%
+143.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -2.8% | -5.4% | +2.7% | -1.7% |
| 30D | +0.2% | +4.7% | -4.5% | -0.7% |
| 3M | +20.5% | -3.7% | +24.1% | +20.8% |
| 6M | +28.8% | -1.2% | +30.0% | +27.0% |
| YTD | +6.6% | +2.4% | +4.2% | +4.1% |
| 1Y | -6.9% | +23.4% | -30.3% | -12.9% |
| 3Y | +16.1% | +96.7% | -80.6% | -9.1% |
| 5Y | +49.3% | -30.6% | +79.9% | +57.2% |
| All | +114.9% | -28.2% | +143.0% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling