-42.4%
BA vs ELAN
-29.1%
-13.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.2% |
| 7D | -2.7% | -6.4% | +3.7% | -0.5% |
| 30D | -12.2% | +0.6% | -12.8% | -12.5% |
| 3M | -2.0% | 0.0% | -2.0% | -2.7% |
| 6M | -6.0% | -3.4% | -2.5% | -6.7% |
| YTD | -5.7% | +1.0% | -6.7% | -8.4% |
| 1Y | -10.0% | +24.7% | -34.7% | -19.4% |
| 3Y | -3.1% | +97.2% | -100.3% | -34.8% |
| 5Y | -2.6% | -31.5% | +28.9% | +9.8% |
| All | -42.4% | -29.1% | -13.3% | -49.8% |
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