+360.0%
BX vs ELAN
-28.2%
+388.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.0% |
| 7D | -5.6% | -5.4% | -0.2% | -3.8% |
| 30D | -12.2% | +4.7% | -16.9% | -13.7% |
| 3M | +7.4% | -3.7% | +11.1% | +7.9% |
| 6M | +22.2% | -1.2% | +23.4% | +20.2% |
| YTD | -14.0% | +2.4% | -16.4% | -16.5% |
| 1Y | -27.3% | +23.4% | -50.7% | -34.5% |
| 3Y | +24.5% | +96.7% | -72.1% | -14.4% |
| 5Y | +18.9% | -30.6% | +49.5% | +21.7% |
| All | +360.0% | -28.2% | +388.1% | +301.7% |
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