+1,008.7%
ASX vs ELAN
-24.0%
+1,032.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.7% | +1.6% | -2.3% | -1.2% |
| 30D | +2.0% | -6.6% | +8.5% | +3.4% |
| 3M | -1.3% | -0.8% | -0.5% | -1.7% |
| 6M | +71.4% | +0.2% | +71.2% | +69.3% |
| YTD | +135.3% | +8.3% | +127.1% | +127.6% |
| 1Y | +267.5% | +40.2% | +227.2% | +229.9% |
| 3Y | +388.5% | +97.7% | +290.7% | +274.9% |
| 5Y | +417.1% | -28.3% | +445.4% | +420.7% |
| All | +1,008.7% | -24.0% | +1,032.8% | +900.8% |
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 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