-26.4%
ELAN vs FIVE
+95.1%
-121.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | +11.9% | +2.4% | +9.5% | +11.1% |
| 30D | +18.3% | +15.8% | +2.4% | +13.4% |
| 3M | +19.7% | +3.8% | +16.0% | +18.2% |
| 6M | +23.7% | +18.5% | +5.1% | +16.3% |
| YTD | +17.1% | +31.2% | -14.1% | +7.0% |
| 1Y | +20.2% | +61.8% | -41.6% | +3.3% |
| 3Y | +148.1% | +39.9% | +108.3% | +106.1% |
| 5Y | -19.8% | +18.3% | -38.1% | -32.4% |
| All | -26.4% | +95.1% | -121.5% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling