+118.0%
C vs ELAN
-17.0%
+134.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +4.2% | +4.0% | +0.1% | +2.9% |
| 30D | +2.0% | +18.8% | -16.8% | -3.4% |
| 3M | -10.1% | +19.0% | -29.1% | -15.1% |
| 6M | +1.0% | +22.8% | -21.9% | -6.6% |
| YTD | +8.5% | +18.3% | -9.9% | +0.2% |
| 1Y | +25.7% | +21.8% | +3.9% | +14.7% |
| 3Y | +216.0% | +153.8% | +62.2% | +104.6% |
| 5Y | +112.3% | -18.9% | +131.2% | +116.9% |
| All | +118.0% | -17.0% | +134.9% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling