+75.6%
BAC vs ELAN
-31.8%
+107.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.4% |
| 7D | -0.3% | -6.4% | +6.1% | +0.9% |
| 30D | -1.8% | +0.6% | -2.3% | -2.0% |
| 3M | +15.3% | 0.0% | +15.3% | +14.8% |
| 6M | +30.2% | -3.4% | +33.6% | +29.5% |
| YTD | +15.6% | +1.0% | +14.6% | +13.7% |
| 1Y | +27.5% | +24.7% | +2.7% | +20.0% |
| 3Y | +137.0% | +97.2% | +39.8% | +90.6% |
| 5Y | +75.6% | -31.5% | +107.1% | +80.3% |
| All | +75.6% | -31.8% | +107.4% | +80.3% |
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