+96.7%
ELAN vs BB
+64.9%
+31.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.4% |
| 3M | -3.7% | -17.4% | +13.8% | -2.6% |
| 6M | -1.2% | +119.1% | -120.3% | -15.1% |
| YTD | +2.4% | +102.4% | -100.0% | -11.0% |
| 1Y | +23.4% | +98.2% | -74.8% | +6.8% |
| 3Y | +96.7% | +46.9% | +49.8% | +80.2% |
| All | +96.7% | +64.9% | +31.7% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling