-34.6%
ELAN vs BB
-24.2%
-10.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.5% |
| 7D | -4.6% | +1.8% | -6.4% | -4.8% |
| 30D | +5.7% | -12.2% | +17.9% | +7.5% |
| 3M | -3.9% | -12.3% | +8.5% | -3.4% |
| 6M | -1.6% | +122.7% | -124.3% | -15.1% |
| YTD | +4.1% | +104.5% | -100.4% | -9.1% |
| 1Y | +25.5% | +106.7% | -81.1% | +8.8% |
| 3Y | +103.2% | +70.0% | +33.2% | +74.2% |
| 5Y | -29.8% | -27.8% | -2.0% | -35.2% |
| All | -34.6% | -24.2% | -10.3% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling