+60.5%
BP vs ELAN
-28.2%
+88.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.2% |
| 7D | +5.2% | -5.4% | +10.7% | +6.3% |
| 30D | +8.7% | +4.7% | +4.0% | +7.6% |
| 3M | +9.3% | -3.7% | +13.0% | +9.6% |
| 6M | +13.6% | -1.2% | +14.8% | +11.9% |
| YTD | +37.7% | +2.4% | +35.3% | +34.2% |
| 1Y | +40.6% | +23.4% | +17.3% | +31.1% |
| 3Y | +40.3% | +96.7% | -56.3% | +9.9% |
| 5Y | +141.4% | -30.6% | +172.0% | +158.1% |
| All | +60.5% | -28.2% | +88.7% | +42.2% |
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 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