-31.5%
ELAN vs D
+3.9%
-35.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.9% | -2.9% |
| 7D | -6.4% | -1.6% | -4.8% | -5.8% |
| 30D | +0.6% | -3.5% | +4.1% | +1.9% |
| 3M | 0.0% | -1.6% | +1.5% | +0.6% |
| 6M | -3.4% | +5.8% | -9.2% | -5.9% |
| YTD | +1.0% | +14.5% | -13.5% | -4.7% |
| 1Y | +24.7% | +14.2% | +10.6% | +17.5% |
| 3Y | +97.2% | +59.0% | +38.2% | +57.9% |
| 5Y | -31.5% | +5.4% | -36.9% | -36.1% |
| All | -31.5% | +3.9% | -35.4% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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