+96.7%
ELAN vs BRO
-7.6%
+104.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -5.4% | -7.3% | +1.9% | -4.5% |
| 30D | +4.7% | -6.9% | +11.6% | +5.6% |
| 3M | -3.7% | +10.7% | -14.3% | -5.1% |
| 6M | -1.2% | -2.7% | +1.5% | -0.1% |
| YTD | +2.4% | -16.3% | +18.7% | +7.1% |
| 1Y | +23.4% | -29.1% | +52.5% | +35.0% |
| 3Y | +96.7% | -7.8% | +104.5% | +98.5% |
| All | +96.7% | -7.6% | +104.3% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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