-30.4%
ELAN vs BEN
+36.0%
-66.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -5.4% | -3.1% | -2.3% | -3.9% |
| 30D | +4.7% | +0.2% | +4.5% | +4.6% |
| 3M | -3.7% | +6.8% | -10.5% | -7.3% |
| 6M | -1.2% | +38.1% | -39.3% | -16.3% |
| YTD | +2.4% | +44.3% | -42.0% | -15.5% |
| 1Y | +23.4% | +42.6% | -19.2% | +1.9% |
| 3Y | +96.7% | +52.3% | +44.4% | +51.9% |
| All | -30.4% | +36.0% | -66.4% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling