-30.4%
ELAN vs EAT
+313.1%
-343.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | -5.4% | -7.7% | +2.3% | -3.6% |
| 30D | +4.7% | -13.6% | +18.3% | +8.3% |
| 3M | -3.7% | +33.9% | -37.5% | -11.1% |
| 6M | -1.2% | +47.2% | -48.4% | -11.6% |
| YTD | +2.4% | +48.1% | -45.7% | -9.0% |
| 1Y | +23.4% | +33.7% | -10.3% | +11.8% |
| 3Y | +96.7% | +595.8% | -499.1% | +4.1% |
| All | -30.4% | +313.1% | -343.5% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling