+761.3%
BE vs ELAN
-29.1%
+790.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -2.5% |
| 7D | +9.7% | -6.4% | +16.1% | +13.4% |
| 30D | +22.4% | +0.6% | +21.8% | +21.4% |
| 3M | +10.4% | 0.0% | +10.4% | +9.2% |
| 6M | +67.9% | -3.4% | +71.3% | +66.8% |
| YTD | +197.5% | +1.0% | +196.5% | +188.7% |
| 1Y | +310.6% | +24.7% | +285.8% | +255.8% |
| 3Y | +1,657.2% | +97.2% | +1,560.0% | +888.8% |
| 5Y | +1,218.2% | -31.5% | +1,249.7% | +1,426.0% |
| All | +761.3% | -29.1% | +790.5% | +629.4% |
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