-51.7%
BA vs ELAN
-17.0%
-34.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -1.1% | +4.0% | -5.1% | -2.5% |
| 30D | -7.1% | +18.8% | -25.9% | -12.6% |
| 3M | -25.5% | +19.0% | -44.5% | -30.1% |
| 6M | -28.7% | +22.8% | -51.6% | -34.5% |
| YTD | -21.0% | +18.3% | -39.3% | -27.5% |
| 1Y | -11.9% | +21.8% | -33.6% | -20.2% |
| 3Y | -16.2% | +153.8% | -170.0% | -48.3% |
| 5Y | -22.4% | -18.9% | -3.5% | -17.7% |
| All | -51.7% | -17.0% | -34.8% | -60.3% |
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