+156.4%
B vs ELAN
-30.9%
+187.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.3% |
| 7D | -2.4% | -5.4% | +3.0% | -1.7% |
| 30D | +6.3% | +4.7% | +1.7% | +5.8% |
| 3M | +12.1% | -3.7% | +15.8% | +12.4% |
| 6M | -3.1% | -1.2% | -1.9% | -3.5% |
| YTD | +2.0% | +2.4% | -0.4% | +1.2% |
| 1Y | +51.7% | +23.4% | +28.3% | +47.6% |
| 3Y | +190.5% | +96.7% | +93.8% | +163.2% |
| All | +156.4% | -30.9% | +187.3% | +161.7% |
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