-35.6%
ELAN vs BB
-25.0%
-10.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +1.1% |
| 7D | -5.4% | -0.4% | -5.0% | -5.4% |
| 30D | +4.7% | -12.5% | +17.2% | +6.5% |
| 3M | -3.7% | -17.4% | +13.8% | -2.3% |
| 6M | -1.2% | +119.1% | -120.3% | -14.6% |
| YTD | +2.4% | +102.4% | -100.0% | -10.4% |
| 1Y | +23.4% | +98.2% | -74.8% | +7.6% |
| 3Y | +96.7% | +46.9% | +49.8% | +72.7% |
| 5Y | -30.6% | -26.4% | -4.2% | -36.1% |
| All | -35.6% | -25.0% | -10.6% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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