-30.4%
ELAN vs EL
-69.0%
+38.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -5.4% | -6.5% | +1.1% | -3.2% |
| 30D | +4.7% | +11.1% | -6.4% | +0.5% |
| 3M | -3.7% | +10.7% | -14.4% | -7.7% |
| 6M | -1.2% | +6.9% | -8.1% | -4.8% |
| YTD | +2.4% | -6.3% | +8.7% | +1.8% |
| 1Y | +23.4% | +13.5% | +9.9% | +13.5% |
| 3Y | +96.7% | -33.1% | +129.7% | +102.8% |
| All | -30.4% | -69.0% | +38.6% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling