-31.9%
ELAN vs FIVE
+99.1%
-131.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -1.1% |
| 7D | +1.6% | +4.3% | -2.6% | +0.4% |
| 30D | -6.6% | +12.5% | -19.1% | -10.0% |
| 3M | -0.8% | +31.2% | -32.1% | -8.9% |
| 6M | +0.2% | +14.4% | -14.1% | -4.5% |
| YTD | +8.3% | +33.9% | -25.6% | -1.5% |
| 1Y | +40.2% | +65.1% | -24.8% | +19.4% |
| 3Y | +97.7% | +49.0% | +48.8% | +61.2% |
| 5Y | -28.3% | +30.3% | -58.6% | -41.3% |
| All | -31.9% | +99.1% | -131.0% | -59.2% |
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