-34.6%
ELAN vs EL
-22.7%
-11.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.7% |
| 7D | -4.6% | -2.4% | -2.2% | -3.8% |
| 30D | +5.7% | +13.7% | -8.0% | +0.4% |
| 3M | -3.9% | +14.5% | -18.4% | -9.2% |
| 6M | -1.6% | +7.4% | -9.0% | -5.7% |
| YTD | +4.1% | -4.7% | +8.8% | +2.8% |
| 1Y | +25.5% | +12.9% | +12.6% | +15.3% |
| 3Y | +103.2% | -32.2% | +135.4% | +111.4% |
| 5Y | -29.8% | -68.4% | +38.6% | -4.9% |
| All | -34.6% | -22.7% | -11.9% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling