-7.0%
ELAN vs COMP
-52.0%
+45.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +18.8% | +16.6% | +2.2% | +15.4% |
| 3M | +19.0% | -23.5% | +42.5% | +24.1% |
| 6M | +22.8% | +25.7% | -2.9% | +16.7% |
| YTD | +18.3% | -3.4% | +21.7% | +16.0% |
| 1Y | +21.8% | +7.6% | +14.2% | +17.1% |
| 3Y | +153.8% | +423.6% | -269.8% | +73.9% |
| 5Y | -18.9% | -10.6% | -8.3% | -39.2% |
| All | -7.0% | -52.0% | +45.0% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling