+97.3%
EFA vs ELAN
-28.2%
+125.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -1.5% | -5.4% | +3.9% | -0.5% |
| 30D | -1.7% | +4.7% | -6.4% | -2.6% |
| 3M | +3.5% | -3.7% | +7.2% | +3.8% |
| 6M | +9.5% | -1.2% | +10.7% | +8.6% |
| YTD | +12.9% | +2.4% | +10.5% | +11.1% |
| 1Y | +18.2% | +23.4% | -5.2% | +12.0% |
| 3Y | +64.8% | +96.7% | -31.9% | +35.0% |
| 5Y | +53.9% | -30.6% | +84.5% | +58.4% |
| All | +97.3% | -28.2% | +125.5% | +82.6% |
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 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