-30.4%
ELAN vs ET
+241.8%
-272.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | -5.4% | +0.2% | -5.7% | -5.5% |
| 30D | +4.7% | +2.9% | +1.8% | +3.3% |
| 3M | -3.7% | +16.8% | -20.5% | -10.3% |
| 6M | -1.2% | +18.9% | -20.1% | -9.5% |
| YTD | +2.4% | +37.7% | -35.3% | -13.1% |
| 1Y | +23.4% | +32.4% | -9.1% | +6.5% |
| 3Y | +96.7% | +99.5% | -2.8% | +39.3% |
| All | -30.4% | +241.8% | -272.1% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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