-40.3%
BA vs ELAN
-24.0%
-16.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.2% | +1.6% | -0.5% | +0.6% |
| 30D | -11.6% | -6.6% | -5.1% | -9.9% |
| 3M | -2.4% | -0.8% | -1.5% | -2.9% |
| 6M | -6.6% | +0.2% | -6.9% | -8.6% |
| YTD | -2.2% | +8.3% | -10.5% | -7.2% |
| 1Y | -8.0% | +40.2% | -48.3% | -21.0% |
| 3Y | -5.0% | +97.7% | -102.7% | -35.5% |
| 5Y | -2.7% | -28.3% | +25.5% | +8.5% |
| All | -40.3% | -24.0% | -16.3% | -49.2% |
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 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