+216.0%
C vs ELAN
+150.7%
+65.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +4.2% | +4.0% | +0.1% | +3.4% |
| 30D | +2.0% | +18.8% | -16.8% | -1.1% |
| 3M | -10.1% | +19.0% | -29.1% | -13.0% |
| 6M | +1.0% | +22.8% | -21.9% | -3.3% |
| YTD | +8.5% | +18.3% | -9.9% | +3.8% |
| 1Y | +25.7% | +21.8% | +3.9% | +19.5% |
| 3Y | +216.0% | +153.8% | +62.2% | +133.1% |
| All | +216.0% | +150.7% | +65.2% | +133.1% |
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