+396.3%
B vs ELAN
-28.2%
+424.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.4% |
| 7D | -2.4% | -5.4% | +3.0% | -1.9% |
| 30D | +6.3% | +4.7% | +1.7% | +5.9% |
| 3M | +12.1% | -3.7% | +15.8% | +12.4% |
| 6M | -3.1% | -1.2% | -1.9% | -3.4% |
| YTD | +2.0% | +2.4% | -0.4% | +1.4% |
| 1Y | +51.7% | +23.4% | +28.3% | +48.6% |
| 3Y | +190.5% | +96.7% | +93.8% | +170.0% |
| 5Y | +158.0% | -30.6% | +188.6% | +151.6% |
| All | +396.3% | -28.2% | +424.4% | +334.2% |
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