+401.1%
B vs ELAN
-25.7%
+426.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.2% |
| 7D | +2.3% | +0.3% | +2.1% | +2.3% |
| 30D | +1.4% | +8.4% | -7.0% | +0.6% |
| 3M | +12.2% | +1.2% | +11.0% | +11.9% |
| 6M | -2.1% | +2.6% | -4.7% | -2.7% |
| YTD | +2.9% | +5.9% | -3.0% | +2.1% |
| 1Y | +55.3% | +25.8% | +29.5% | +51.8% |
| 3Y | +198.7% | +106.8% | +91.9% | +176.3% |
| 5Y | +153.8% | -29.3% | +183.0% | +146.8% |
| All | +401.1% | -25.7% | +426.7% | +336.9% |
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