-35.6%
ELAN vs EAT
+355.7%
-391.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | -5.4% | -7.7% | +2.3% | -3.8% |
| 30D | +4.7% | -13.6% | +18.3% | +8.0% |
| 3M | -3.7% | +33.9% | -37.5% | -10.3% |
| 6M | -1.2% | +47.2% | -48.4% | -10.5% |
| YTD | +2.4% | +48.1% | -45.7% | -7.7% |
| 1Y | +23.4% | +33.7% | -10.3% | +12.9% |
| 3Y | +96.7% | +595.8% | -499.1% | +18.9% |
| 5Y | -30.6% | +314.4% | -345.0% | -54.9% |
| All | -35.6% | +355.7% | -391.4% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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