+143.3%
BAC vs ELAN
-28.2%
+171.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.2% |
| 7D | 0.0% | -5.4% | +5.4% | +1.5% |
| 30D | -2.8% | +4.7% | -7.5% | -4.1% |
| 3M | +14.2% | -3.7% | +17.9% | +14.6% |
| 6M | +30.5% | -1.2% | +31.7% | +28.5% |
| YTD | +15.8% | +2.4% | +13.4% | +12.5% |
| 1Y | +26.2% | +23.4% | +2.8% | +15.6% |
| 3Y | +136.5% | +96.7% | +39.8% | +72.0% |
| 5Y | +75.9% | -30.6% | +106.5% | +86.9% |
| All | +143.3% | -28.2% | +171.5% | +117.6% |
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