-28.0%
ELAN vs BURL
-11.0%
-17.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.5% |
| 7D | +1.6% | -2.8% | +4.4% | +2.4% |
| 30D | -6.6% | -28.2% | +21.6% | +3.2% |
| 3M | -0.8% | -17.6% | +16.7% | +4.7% |
| 6M | +0.2% | -11.8% | +12.0% | +3.4% |
| YTD | +8.3% | -8.1% | +16.4% | +10.0% |
| 1Y | +40.2% | -12.0% | +52.2% | +43.0% |
| 3Y | +97.7% | +63.3% | +34.4% | +62.7% |
| All | -28.0% | -11.0% | -17.0% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling