+94.1%
ELAN vs EAT
+585.9%
-491.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | -6.4% | -6.2% | -0.2% | -5.3% |
| 30D | +0.6% | -3.0% | +3.6% | +0.8% |
| 3M | 0.0% | +45.6% | -45.7% | -7.6% |
| 6M | -3.4% | +53.5% | -57.0% | -11.9% |
| YTD | +1.0% | +49.6% | -48.6% | -7.8% |
| 1Y | +24.7% | +38.9% | -14.2% | +15.3% |
| All | +94.1% | +585.9% | -491.9% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling