+106.8%
ELAN vs COMP
+221.9%
-115.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -1.6% |
| 7D | +0.3% | +4.1% | -3.8% | -0.5% |
| 30D | +8.4% | -14.5% | +22.9% | +11.3% |
| 3M | +1.2% | +41.8% | -40.6% | -5.2% |
| 6M | +2.6% | +23.6% | -21.0% | -2.7% |
| YTD | +5.9% | +1.7% | +4.2% | +2.5% |
| 1Y | +25.8% | +12.6% | +13.3% | +19.4% |
| 3Y | +106.8% | +221.9% | -115.0% | +43.5% |
| All | +106.8% | +221.9% | -115.0% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling