-20.4%
BA vs ELAN
-19.3%
-1.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -1.4% | +4.6% | -6.0% | -2.5% |
| 30D | -7.9% | +17.4% | -25.3% | -11.2% |
| 3M | -25.2% | +16.5% | -41.7% | -27.9% |
| 6M | -26.7% | +21.9% | -48.6% | -30.5% |
| YTD | -19.6% | +17.0% | -36.6% | -23.7% |
| 1Y | -10.6% | +15.8% | -26.4% | -15.0% |
| 3Y | -11.2% | +147.9% | -159.2% | -34.4% |
| 5Y | -20.4% | -19.1% | -1.3% | -6.2% |
| All | -20.4% | -19.3% | -1.1% | -6.2% |
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