+21.8%
ELAN vs ES
+2.1%
+19.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +1.0% |
| 7D | +4.0% | +2.7% | +1.3% | +3.7% |
| 30D | +18.8% | +7.6% | +11.2% | +17.2% |
| 3M | +19.0% | +0.5% | +18.5% | +18.8% |
| 6M | +22.8% | +7.6% | +15.2% | +21.0% |
| YTD | +18.3% | +10.2% | +8.1% | +16.1% |
| 1Y | +21.8% | +1.8% | +19.9% | +19.8% |
| All | +21.8% | +2.1% | +19.6% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling