-36.5%
ELAN vs EAT
+360.4%
-396.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | -6.4% | -6.2% | -0.2% | -5.1% |
| 30D | +0.6% | -3.0% | +3.6% | +0.9% |
| 3M | 0.0% | +45.6% | -45.7% | -8.6% |
| 6M | -3.4% | +53.5% | -57.0% | -13.3% |
| YTD | +1.0% | +49.6% | -48.6% | -9.2% |
| 1Y | +24.7% | +38.9% | -14.2% | +13.2% |
| 3Y | +97.2% | +589.7% | -492.4% | +19.5% |
| 5Y | -31.5% | +318.7% | -350.2% | -55.6% |
| All | -36.5% | +360.4% | -396.9% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling