-35.6%
ELAN vs BG
+138.8%
-174.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.9% |
| 7D | -5.4% | +3.1% | -8.5% | -6.5% |
| 30D | +4.7% | +10.2% | -5.5% | +1.2% |
| 3M | -3.7% | -1.7% | -2.0% | -3.8% |
| 6M | -1.2% | +1.0% | -2.2% | -2.9% |
| YTD | +2.4% | +39.9% | -37.5% | -10.7% |
| 1Y | +23.4% | +53.2% | -29.8% | +3.6% |
| 3Y | +96.7% | +16.3% | +80.4% | +78.9% |
| 5Y | -30.6% | +83.9% | -114.5% | -50.2% |
| All | -35.6% | +138.8% | -174.5% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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