-50.9%
BA vs ELAN
-17.9%
-33.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -1.4% | +4.6% | -6.0% | -3.1% |
| 30D | -7.9% | +17.4% | -25.3% | -13.0% |
| 3M | -25.2% | +16.5% | -41.7% | -29.3% |
| 6M | -26.7% | +21.9% | -48.6% | -32.5% |
| YTD | -19.6% | +17.0% | -36.6% | -26.0% |
| 1Y | -10.6% | +15.8% | -26.4% | -17.6% |
| 3Y | -11.2% | +147.9% | -159.2% | -44.8% |
| 5Y | -20.4% | -19.1% | -1.3% | -15.8% |
| All | -50.9% | -17.9% | -33.0% | -59.5% |
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