-30.4%
ELAN vs ELF
+217.5%
-247.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | -5.4% | -11.6% | +6.2% | -3.6% |
| 30D | +4.7% | +4.6% | +0.1% | +3.9% |
| 3M | -3.7% | +59.7% | -63.4% | -11.2% |
| 6M | -1.2% | +21.2% | -22.4% | -5.3% |
| YTD | +2.4% | +27.4% | -25.1% | -3.3% |
| 1Y | +23.4% | -29.8% | +53.2% | +25.6% |
| 3Y | +96.7% | -28.5% | +125.1% | +78.4% |
| All | -30.4% | +217.5% | -247.9% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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