+40.3%
BP vs ELAN
+99.1%
-58.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | 0.0% |
| 7D | +5.2% | -5.4% | +10.7% | +5.5% |
| 30D | +8.7% | +4.7% | +4.0% | +8.4% |
| 3M | +9.3% | -3.7% | +13.0% | +9.4% |
| 6M | +13.6% | -1.2% | +14.8% | +13.2% |
| YTD | +37.7% | +2.4% | +35.3% | +36.7% |
| 1Y | +40.6% | +23.4% | +17.3% | +37.1% |
| 3Y | +40.3% | +96.7% | -56.3% | +30.8% |
| All | +40.3% | +99.1% | -58.7% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling