-36.8%
ELAN vs BTDR
+19.6%
-56.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.4% | +1.1% |
| 7D | -5.4% | -3.4% | -2.0% | -5.2% |
| 30D | +4.7% | +32.6% | -27.9% | +2.0% |
| 3M | -3.7% | -32.2% | +28.6% | -1.7% |
| 6M | -1.2% | +52.4% | -53.6% | -5.8% |
| YTD | +2.4% | +6.7% | -4.3% | -0.5% |
| 1Y | +23.4% | -15.2% | +38.6% | +19.7% |
| 3Y | +96.7% | +14.9% | +81.8% | +68.2% |
| 5Y | -30.6% | +20.8% | -51.4% | -46.2% |
| All | -36.8% | +19.6% | -56.4% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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