-28.5%
ELAN vs BROS
+35.1%
-63.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | -5.4% | -5.8% | +0.3% | -4.2% |
| 30D | +4.7% | -14.0% | +18.7% | +8.0% |
| 3M | -3.7% | -32.5% | +28.8% | +4.1% |
| 6M | -1.2% | -14.9% | +13.7% | +1.5% |
| YTD | +2.4% | -28.3% | +30.7% | +8.4% |
| 1Y | +23.4% | -34.0% | +57.4% | +32.1% |
| 3Y | +96.7% | +63.0% | +33.7% | +72.5% |
| All | -28.5% | +35.1% | -63.6% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 5y: compounded portfolio wealth divided by compounded BROS 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…
5y analysis · Full analysis span regression · 6 months rolling