+40.2%
ELAN vs ECL
+3.0%
+37.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +1.6% | -2.6% | +4.2% | +3.9% |
| 30D | -6.6% | -2.2% | -4.4% | -4.7% |
| 3M | -0.8% | +10.1% | -11.0% | -9.0% |
| 6M | +0.2% | -5.7% | +6.0% | +2.7% |
| YTD | +8.3% | +7.0% | +1.3% | +3.2% |
| 1Y | +40.2% | +2.7% | +37.6% | +35.5% |
| All | +40.2% | +3.0% | +37.2% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling