+22.2%
BX vs ELAN
-1.5%
+23.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.2% |
| 7D | -5.6% | -5.4% | -0.2% | -4.4% |
| 30D | -12.2% | +4.7% | -16.9% | -13.1% |
| 3M | +7.4% | -3.7% | +11.1% | +7.7% |
| 6M | +22.2% | -1.2% | +23.4% | +20.0% |
| All | +22.2% | -1.5% | +23.7% | +20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling