+120.0%
ELAN vs BIYA
-99.8%
+219.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.4% |
| 7D | -5.4% | -1.8% | -3.7% | -5.4% |
| 30D | +4.7% | -17.5% | +22.2% | +4.8% |
| 3M | -3.7% | -78.0% | +74.4% | -3.4% |
| 6M | -1.2% | -89.5% | +88.3% | -0.4% |
| YTD | +2.4% | -94.3% | +96.6% | +4.1% |
| 1Y | +23.4% | -98.6% | +122.0% | +33.4% |
| All | +120.0% | -99.8% | +219.8% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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