+136.1%
C vs ELAN
-31.8%
+168.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.1% |
| 7D | +0.3% | -6.4% | +6.6% | +1.6% |
| 30D | +2.0% | +0.6% | +1.4% | +1.8% |
| 3M | +4.4% | 0.0% | +4.4% | +3.8% |
| 6M | +28.3% | -3.4% | +31.8% | +27.5% |
| YTD | +20.5% | +1.0% | +19.5% | +18.3% |
| 1Y | +45.5% | +24.7% | +20.8% | +35.9% |
| 3Y | +274.0% | +97.2% | +176.8% | +195.3% |
| 5Y | +136.1% | -31.5% | +167.7% | +137.6% |
| All | +136.1% | -31.8% | +168.0% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling