+142.7%
C vs ELAN
-28.2%
+170.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.2% |
| 7D | +0.8% | -5.4% | +6.2% | +2.5% |
| 30D | +0.9% | +4.7% | -3.8% | -0.7% |
| 3M | +1.1% | -3.7% | +4.7% | +1.4% |
| 6M | +28.4% | -1.2% | +29.6% | +26.1% |
| YTD | +20.8% | +2.4% | +18.4% | +16.9% |
| 1Y | +43.4% | +23.4% | +20.1% | +29.8% |
| 3Y | +274.9% | +96.7% | +178.2% | +163.2% |
| 5Y | +136.7% | -30.6% | +167.3% | +154.1% |
| All | +142.7% | -28.2% | +170.8% | +114.6% |
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