-33.4%
ELAN vs A
+123.5%
-156.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -0.6% |
| 7D | +0.3% | -2.1% | +2.3% | +1.5% |
| 30D | +8.4% | +0.6% | +7.8% | +7.8% |
| 3M | +1.2% | +10.9% | -9.7% | -5.5% |
| 6M | +2.6% | +28.2% | -25.5% | -13.0% |
| YTD | +5.9% | +8.6% | -2.6% | -1.0% |
| 1Y | +25.8% | +15.5% | +10.3% | +12.6% |
| 3Y | +106.8% | +31.8% | +75.0% | +68.3% |
| 5Y | -29.3% | -14.9% | -14.4% | -27.8% |
| All | -33.4% | +123.5% | -156.9% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling