+153.8%
ELAN vs BURL
+87.4%
+66.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.6% | +2.2% |
| 7D | +4.0% | -1.6% | +5.6% | +4.5% |
| 30D | +18.8% | -7.7% | +26.5% | +21.6% |
| 3M | +19.0% | -31.7% | +50.6% | +33.1% |
| 6M | +22.8% | -15.2% | +38.0% | +27.5% |
| YTD | +18.3% | -15.9% | +34.3% | +23.2% |
| 1Y | +21.8% | -14.2% | +36.0% | +25.1% |
| 3Y | +153.8% | +93.5% | +60.3% | +125.4% |
| All | +153.8% | +87.4% | +66.4% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling