+94.1%
ELAN vs ED
+33.4%
+60.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -3.0% |
| 7D | -6.4% | -1.9% | -4.5% | -6.5% |
| 30D | +0.6% | +0.1% | +0.5% | +0.6% |
| 3M | 0.0% | 0.0% | 0.0% | 0.0% |
| 6M | -3.4% | -2.5% | -0.9% | -3.5% |
| YTD | +1.0% | +10.1% | -9.1% | +1.5% |
| 1Y | +24.7% | +13.6% | +11.1% | +25.3% |
| All | +94.1% | +33.4% | +60.7% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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