+94.1%
ELAN vs ESI
+73.2%
+20.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -1.0% |
| 7D | -6.4% | -2.3% | -4.1% | -5.5% |
| 30D | +0.6% | -9.0% | +9.6% | +4.3% |
| 3M | 0.0% | -13.3% | +13.2% | +4.0% |
| 6M | -3.4% | +5.3% | -8.7% | -9.1% |
| YTD | +1.0% | +37.6% | -36.6% | -17.5% |
| 1Y | +24.7% | +33.6% | -8.9% | +2.6% |
| All | +94.1% | +73.2% | +20.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling