-35.6%
ELAN vs ETR
+242.5%
-278.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | -5.4% | -1.8% | -3.6% | -4.7% |
| 30D | +4.7% | -1.8% | +6.5% | +5.5% |
| 3M | -3.7% | -3.6% | -0.1% | -2.4% |
| 6M | -1.2% | +2.6% | -3.8% | -3.3% |
| YTD | +2.4% | +16.0% | -13.6% | -5.3% |
| 1Y | +23.4% | +20.1% | +3.2% | +12.2% |
| 3Y | +96.7% | +143.6% | -46.9% | +24.1% |
| 5Y | -30.6% | +124.4% | -154.9% | -54.9% |
| All | -35.6% | +242.5% | -278.1% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling