-33.4%
ELAN vs BURL
+59.7%
-93.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.6% | -0.9% |
| 7D | +0.3% | -2.6% | +2.8% | +1.1% |
| 30D | +8.4% | -30.8% | +39.1% | +21.9% |
| 3M | +1.2% | -18.7% | +19.9% | +7.8% |
| 6M | +2.6% | -16.4% | +19.0% | +8.1% |
| YTD | +5.9% | -11.6% | +17.5% | +9.1% |
| 1Y | +25.8% | -12.0% | +37.8% | +28.4% |
| 3Y | +106.8% | +63.6% | +43.2% | +66.3% |
| 5Y | -29.3% | -12.6% | -16.7% | -33.6% |
| All | -33.4% | +59.7% | -93.2% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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