-35.6%
ELAN vs BN
+170.1%
-205.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.1% |
| 7D | -5.4% | -5.2% | -0.2% | -2.4% |
| 30D | +4.7% | -14.5% | +19.2% | +14.5% |
| 3M | -3.7% | -15.0% | +11.3% | +5.5% |
| 6M | -1.2% | -5.4% | +4.2% | +1.7% |
| YTD | +2.4% | -16.4% | +18.8% | +12.6% |
| 1Y | +23.4% | -16.2% | +39.6% | +34.6% |
| 3Y | +96.7% | +67.5% | +29.2% | +38.5% |
| 5Y | -30.6% | +34.1% | -64.7% | -45.5% |
| All | -35.6% | +170.1% | -205.7% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling