-3.5%
BA vs ELAN
-30.4%
+26.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.7% |
| 7D | -1.2% | -4.6% | +3.4% | -0.1% |
| 30D | -11.3% | +5.7% | -17.0% | -12.5% |
| 3M | -3.8% | -3.9% | +0.1% | -3.3% |
| 6M | -8.3% | -1.6% | -6.6% | -9.0% |
| YTD | -4.9% | +4.1% | -9.0% | -7.2% |
| 1Y | -10.1% | +25.5% | -35.6% | -16.2% |
| 3Y | -2.3% | +103.2% | -105.5% | -24.4% |
| 5Y | -3.5% | -29.8% | +26.3% | +15.3% |
| All | -3.5% | -30.4% | +26.9% | +15.3% |
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 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