-12.2%
BKNG vs ELAN
+10.4%
-22.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.0% | +6.8% | +9.1% |
| 7D | +15.6% | +11.7% | +3.8% | +12.6% |
| 30D | +8.0% | +12.4% | -4.5% | +5.0% |
| 3M | -11.8% | -1.1% | -10.6% | -11.8% |
| 6M | +3.8% | +12.4% | -8.7% | -0.3% |
| YTD | -19.6% | +11.8% | -31.5% | -22.4% |
| All | -12.2% | +10.4% | -22.6% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling