+22.8%
ELAN vs ES
+7.8%
+15.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +1.0% |
| 7D | +4.0% | +2.7% | +1.3% | +3.9% |
| 30D | +18.8% | +7.6% | +11.2% | +17.0% |
| 3M | +19.0% | +0.5% | +18.5% | +19.2% |
| 6M | +22.8% | +7.6% | +15.2% | +19.5% |
| All | +22.8% | +7.8% | +15.0% | +19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling