+96.7%
ELAN vs EL
-34.0%
+130.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -5.4% | -6.5% | +1.1% | -3.3% |
| 30D | +4.7% | +11.1% | -6.4% | +0.7% |
| 3M | -3.7% | +10.7% | -14.4% | -7.5% |
| 6M | -1.2% | +6.9% | -8.1% | -4.7% |
| YTD | +2.4% | -6.3% | +8.7% | +1.8% |
| 1Y | +23.4% | +13.5% | +9.9% | +13.6% |
| 3Y | +96.7% | -33.1% | +129.7% | +85.0% |
| All | +96.7% | -34.0% | +130.7% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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