-30.4%
ELAN vs ED
+67.9%
-98.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.4% |
| 7D | -5.4% | -0.8% | -4.7% | -5.3% |
| 30D | +4.7% | -0.4% | +5.1% | +4.7% |
| 3M | -3.7% | +0.5% | -4.1% | -3.7% |
| 6M | -1.2% | -3.1% | +1.9% | -0.9% |
| YTD | +2.4% | +9.8% | -7.4% | +0.8% |
| 1Y | +23.4% | +12.6% | +10.8% | +20.9% |
| 3Y | +96.7% | +31.4% | +65.3% | +81.9% |
| All | -30.4% | +67.9% | -98.3% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling