+96.7%
ELAN vs BBWI
-45.3%
+142.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.1% | -0.4% |
| 7D | -5.4% | -4.8% | -0.6% | -4.2% |
| 30D | +4.7% | +3.5% | +1.2% | +3.2% |
| 3M | -3.7% | -0.3% | -3.3% | -4.8% |
| 6M | -1.2% | -5.4% | +4.2% | -1.6% |
| YTD | +2.4% | -4.7% | +7.1% | +0.9% |
| 1Y | +23.4% | -30.5% | +53.9% | +32.2% |
| 3Y | +96.7% | -44.3% | +141.0% | +99.2% |
| All | +96.7% | -45.3% | +142.0% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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