-34.6%
ELAN vs BEN
+51.4%
-86.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.1% |
| 7D | -4.6% | +3.4% | -7.9% | -6.0% |
| 30D | +5.7% | +1.8% | +3.9% | +4.8% |
| 3M | -3.9% | +8.4% | -12.3% | -7.7% |
| 6M | -1.6% | +35.6% | -37.3% | -14.6% |
| YTD | +4.1% | +46.4% | -42.3% | -13.0% |
| 1Y | +25.5% | +46.3% | -20.8% | +4.5% |
| 3Y | +103.2% | +54.6% | +48.6% | +61.1% |
| 5Y | -29.8% | +39.4% | -69.2% | -43.2% |
| All | -34.6% | +51.4% | -86.0% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling