-34.6%
ELAN vs ESI
+202.6%
-237.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.2% |
| 7D | -4.6% | +3.9% | -8.5% | -6.3% |
| 30D | +5.7% | -3.8% | +9.5% | +7.2% |
| 3M | -3.9% | -13.1% | +9.3% | +0.8% |
| 6M | -1.6% | +11.3% | -13.0% | -9.4% |
| YTD | +4.1% | +44.1% | -40.0% | -16.2% |
| 1Y | +25.5% | +40.3% | -14.8% | +1.6% |
| 3Y | +103.2% | +84.1% | +19.1% | +40.3% |
| 5Y | -29.8% | +75.8% | -105.6% | -51.3% |
| All | -34.6% | +202.6% | -237.2% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling