+142.2%
BAC vs ELAN
-25.7%
+167.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | -0.7% | +8.4% | -9.1% | -3.0% |
| 3M | +16.9% | +1.2% | +15.7% | +15.6% |
| 6M | +29.6% | +2.6% | +27.0% | +26.3% |
| YTD | +15.3% | +5.9% | +9.3% | +10.9% |
| 1Y | +28.8% | +25.8% | +3.0% | +17.4% |
| 3Y | +136.4% | +106.8% | +29.6% | +69.3% |
| 5Y | +72.9% | -29.3% | +102.2% | +83.3% |
| All | +142.2% | -25.7% | +167.9% | +114.6% |
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 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