+59.0%
BP vs ELAN
-27.0%
+86.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +2.1% |
| 7D | +4.0% | -4.6% | +8.6% | +4.9% |
| 30D | +7.8% | +5.7% | +2.1% | +6.5% |
| 3M | +8.4% | -3.9% | +12.2% | +8.6% |
| 6M | +15.1% | -1.6% | +16.7% | +13.5% |
| YTD | +36.4% | +4.1% | +32.3% | +32.6% |
| 1Y | +40.9% | +25.5% | +15.4% | +30.9% |
| 3Y | +38.8% | +103.2% | -64.3% | +7.9% |
| 5Y | +141.1% | -29.8% | +170.9% | +157.5% |
| All | +59.0% | -27.0% | +86.0% | +40.5% |
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