-37.6%
ELAN vs BTDR
+15.3%
-52.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -2.4% |
| 7D | -6.4% | -3.2% | -3.2% | -6.2% |
| 30D | +0.6% | +32.7% | -32.1% | -2.0% |
| 3M | 0.0% | -28.4% | +28.3% | +1.4% |
| 6M | -3.4% | +51.7% | -55.1% | -7.9% |
| YTD | +1.0% | +2.9% | -1.8% | -1.5% |
| 1Y | +24.7% | -15.5% | +40.2% | +21.0% |
| 3Y | +97.2% | 0.0% | +97.2% | +69.9% |
| 5Y | -31.5% | +16.5% | -48.0% | -46.8% |
| All | -37.6% | +15.3% | -52.9% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling