+175.0%
ELAN vs BURL
+86.7%
+88.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +9.2% |
| 7D | +11.6% | +4.1% | +7.5% | +10.2% |
| 30D | +15.1% | -9.5% | +24.6% | +18.5% |
| 3M | +6.4% | -33.5% | +39.9% | +20.0% |
| 6M | -1.7% | -22.1% | +20.4% | +5.0% |
| YTD | +13.7% | -14.6% | +28.3% | +17.9% |
| 1Y | +19.6% | -8.4% | +28.0% | +20.3% |
| 3Y | +175.0% | +86.6% | +88.4% | +150.1% |
| All | +175.0% | +86.7% | +88.3% | +150.1% |
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 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