+114.3%
ALL vs ELAN
-30.9%
+145.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | -2.3% | -5.4% | +3.2% | -1.9% |
| 30D | -0.4% | +4.7% | -5.1% | -0.7% |
| 3M | +16.0% | -3.7% | +19.7% | +16.1% |
| 6M | +24.6% | -1.2% | +25.8% | +24.1% |
| YTD | +23.7% | +2.4% | +21.3% | +22.7% |
| 1Y | +27.7% | +23.4% | +4.4% | +24.6% |
| 3Y | +150.2% | +96.7% | +53.5% | +126.1% |
| All | +114.3% | -30.9% | +145.2% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling