+64.1%
DIA vs ELAN
-30.9%
+95.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | -1.6% | -5.4% | +3.9% | -0.8% |
| 30D | -2.0% | +4.7% | -6.7% | -2.7% |
| 3M | +3.6% | -3.7% | +7.3% | +3.9% |
| 6M | +11.5% | -1.2% | +12.7% | +10.8% |
| YTD | +10.4% | +2.4% | +8.0% | +8.9% |
| 1Y | +15.6% | +23.4% | -7.8% | +10.7% |
| 3Y | +58.9% | +96.7% | -37.8% | +35.5% |
| All | +64.1% | -30.9% | +95.0% | +75.0% |
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 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