+40.2%
ELAN vs COMP
+22.2%
+18.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +1.6% | +1.4% | +0.3% | +1.2% |
| 30D | -6.6% | -13.3% | +6.8% | -3.4% |
| 3M | -0.8% | +41.1% | -42.0% | -9.8% |
| 6M | +0.2% | +17.2% | -16.9% | -8.7% |
| YTD | +8.3% | +5.2% | +3.1% | -1.2% |
| 1Y | +40.2% | +18.9% | +21.3% | +27.4% |
| All | +40.2% | +22.2% | +18.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling