-35.6%
ELAN vs ES
+47.0%
-82.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.6% |
| 7D | -5.4% | -3.6% | -1.9% | -4.0% |
| 30D | +4.7% | -4.2% | +8.9% | +6.6% |
| 3M | -3.7% | +0.1% | -3.8% | -3.9% |
| 6M | -1.2% | -6.2% | +5.0% | +1.1% |
| YTD | +2.4% | +4.1% | -1.7% | 0.0% |
| 1Y | +23.4% | +10.2% | +13.2% | +16.4% |
| 3Y | +96.7% | +26.1% | +70.6% | +72.4% |
| 5Y | -30.6% | -5.3% | -25.2% | -31.9% |
| All | -35.6% | +47.0% | -82.6% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling