+198.6%
ALL vs ELAN
-25.7%
+224.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.0% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -4.7% | +8.4% | -13.0% | -5.9% |
| 3M | +18.4% | +1.2% | +17.1% | +17.6% |
| 6M | +20.5% | +2.6% | +17.9% | +18.6% |
| YTD | +23.5% | +5.9% | +17.6% | +20.7% |
| 1Y | +29.0% | +25.8% | +3.2% | +21.9% |
| 3Y | +153.7% | +106.8% | +46.9% | +105.5% |
| 5Y | +114.8% | -29.3% | +144.1% | +128.4% |
| All | +198.6% | -25.7% | +224.3% | +168.5% |
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