-25.4%
ELAN vs BURL
+60.8%
-86.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +2.9% |
| 7D | +11.4% | +7.7% | +3.7% | +8.6% |
| 30D | +17.1% | -7.1% | +24.3% | +19.9% |
| 3M | +21.3% | -30.3% | +51.6% | +35.7% |
| 6M | +13.5% | -15.5% | +29.0% | +18.6% |
| YTD | +18.6% | -11.0% | +29.6% | +21.4% |
| 1Y | +24.9% | -8.4% | +33.3% | +25.7% |
| 3Y | +161.6% | +96.7% | +64.9% | +97.4% |
| 5Y | -18.9% | -14.1% | -4.9% | -23.5% |
| All | -25.4% | +60.8% | -86.3% | -49.0% |
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