-35.6%
ELAN vs A
+123.6%
-159.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | -0.2% |
| 7D | -5.4% | -2.6% | -2.8% | -4.0% |
| 30D | +4.7% | -0.9% | +5.6% | +5.1% |
| 3M | -3.7% | +13.6% | -17.3% | -11.4% |
| 6M | -1.2% | +27.8% | -29.0% | -16.1% |
| YTD | +2.4% | +8.6% | -6.2% | -4.3% |
| 1Y | +23.4% | +16.9% | +6.5% | +9.7% |
| 3Y | +96.7% | +32.9% | +63.8% | +59.3% |
| 5Y | -30.6% | -14.1% | -16.5% | -29.4% |
| All | -35.6% | +123.6% | -159.3% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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