+189.0%
B vs ELAN
+96.4%
+92.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.2% |
| 7D | -5.0% | -6.4% | +1.4% | -4.3% |
| 30D | +8.7% | +0.6% | +8.1% | +8.6% |
| 3M | +17.3% | 0.0% | +17.4% | +17.1% |
| 6M | -5.0% | -3.4% | -1.6% | -5.2% |
| YTD | +1.4% | +1.0% | +0.4% | +1.0% |
| 1Y | +50.5% | +24.7% | +25.8% | +47.3% |
| All | +189.0% | +96.4% | +92.6% | +173.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling