-29.3%
ELAN vs COMP
-32.0%
+2.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.4% |
| 3M | +1.2% | +41.8% | -40.6% | -5.5% |
| 6M | +2.6% | +23.6% | -21.0% | -2.6% |
| YTD | +5.9% | +1.7% | +4.2% | +3.1% |
| 1Y | +25.8% | +12.6% | +13.3% | +19.5% |
| 3Y | +106.8% | +221.9% | -115.0% | +51.3% |
| 5Y | -29.3% | -28.1% | -1.1% | -45.3% |
| All | -29.3% | -32.0% | +2.8% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling