-35.6%
ELAN vs BR
+45.1%
-80.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -5.4% | -3.0% | -2.5% | -4.1% |
| 30D | +4.7% | -0.3% | +5.0% | +4.7% |
| 3M | -3.7% | +17.3% | -21.0% | -11.6% |
| 6M | -1.2% | -6.7% | +5.5% | +0.9% |
| YTD | +2.4% | -23.4% | +25.8% | +15.1% |
| 1Y | +23.4% | -32.7% | +56.0% | +48.4% |
| 3Y | +96.7% | -5.9% | +102.6% | +94.9% |
| 5Y | -30.6% | +8.4% | -39.0% | -37.6% |
| All | -35.6% | +45.1% | -80.7% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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