-36.5%
ELAN vs BN
+168.9%
-205.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.2% |
| 7D | -6.4% | -5.9% | -0.5% | -3.0% |
| 30D | +0.6% | -15.1% | +15.6% | +10.4% |
| 3M | 0.0% | -14.6% | +14.5% | +9.2% |
| 6M | -3.4% | -8.4% | +5.0% | +1.3% |
| YTD | +1.0% | -16.8% | +17.8% | +11.4% |
| 1Y | +24.7% | -14.4% | +39.1% | +34.3% |
| 3Y | +97.2% | +70.1% | +27.1% | +37.6% |
| 5Y | -31.5% | +33.5% | -65.0% | -46.1% |
| All | -36.5% | +168.9% | -205.4% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling