-30.4%
ELAN vs ESI
+67.8%
-98.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | -5.4% | -4.6% | -0.8% | -3.2% |
| 30D | +4.7% | -10.5% | +15.2% | +10.2% |
| 3M | -3.7% | -19.8% | +16.2% | +5.4% |
| 6M | -1.2% | +5.8% | -7.0% | -7.8% |
| YTD | +2.4% | +38.3% | -35.9% | -18.4% |
| 1Y | +23.4% | +31.5% | -8.1% | +0.2% |
| 3Y | +96.7% | +80.7% | +16.0% | +27.4% |
| All | -30.4% | +67.8% | -98.2% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling