-19.8%
ELAN vs ES
+6.0%
-25.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +11.9% | -1.1% | +13.0% | +12.3% |
| 30D | +18.3% | +8.2% | +10.0% | +13.9% |
| 3M | +19.7% | +0.6% | +19.1% | +19.0% |
| 6M | +23.7% | +6.0% | +17.7% | +19.7% |
| YTD | +17.1% | +9.3% | +7.8% | +11.3% |
| 1Y | +20.2% | +1.1% | +19.1% | +17.6% |
| 3Y | +148.1% | +51.9% | +96.2% | +94.6% |
| 5Y | -19.8% | +6.5% | -26.2% | -25.8% |
| All | -19.8% | +6.0% | -25.8% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling