+99.9%
ELAN vs FIVE
+52.3%
+47.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -1.1% |
| 7D | -4.6% | +1.7% | -6.2% | -5.0% |
| 30D | +5.7% | +5.0% | +0.7% | +4.4% |
| 3M | -3.9% | +29.5% | -33.4% | -10.5% |
| 6M | -1.6% | +12.4% | -14.0% | -5.2% |
| YTD | +4.1% | +31.2% | -27.1% | -3.5% |
| 1Y | +25.5% | +72.9% | -47.3% | +8.4% |
| All | +99.9% | +52.3% | +47.6% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling