-31.9%
ELAN vs ES
+52.4%
-84.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | -6.6% | -2.0% | -4.6% | -5.8% |
| 3M | -0.8% | +1.7% | -2.5% | -1.8% |
| 6M | +0.2% | -3.5% | +3.8% | +1.3% |
| YTD | +8.3% | +7.9% | +0.4% | +4.1% |
| 1Y | +40.2% | +17.2% | +23.1% | +28.8% |
| 3Y | +97.7% | +29.3% | +68.4% | +71.5% |
| 5Y | -28.3% | -5.7% | -22.5% | -29.5% |
| All | -31.9% | +52.4% | -84.4% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling