-12.1%
DOW vs ELAN
-28.3%
+16.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.4% | -2.4% |
| 7D | -1.4% | -5.4% | +4.0% | +0.1% |
| 30D | -3.9% | +4.7% | -8.6% | -5.4% |
| 3M | -12.7% | -3.7% | -9.0% | -12.4% |
| 6M | -13.7% | -1.2% | -12.5% | -15.9% |
| YTD | +28.4% | +2.4% | +26.0% | +23.6% |
| 1Y | +21.8% | +23.4% | -1.6% | +10.2% |
| 3Y | -35.7% | +96.7% | -132.4% | -53.3% |
| 5Y | -36.8% | -30.6% | -6.2% | -34.3% |
| All | -12.1% | -28.3% | +16.3% | -16.6% |
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