-28.7%
ELAN vs ESTC
+31.2%
-59.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.1% |
| 7D | +1.6% | -8.1% | +9.7% | +3.0% |
| 30D | -6.6% | +31.7% | -38.2% | -11.8% |
| 3M | -0.8% | +41.1% | -41.9% | -7.8% |
| 6M | +0.2% | +77.1% | -76.8% | -11.4% |
| YTD | +8.3% | +21.7% | -13.4% | +2.0% |
| 1Y | +40.2% | +8.4% | +31.9% | +34.2% |
| 3Y | +97.7% | +23.6% | +74.1% | +72.9% |
| 5Y | -28.3% | -46.5% | +18.2% | -32.4% |
| All | -28.7% | +31.2% | -59.8% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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