-35.6%
ELAN vs M
-14.2%
-21.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.4% | -0.5% |
| 7D | -5.4% | -4.2% | -1.2% | -4.5% |
| 30D | +4.7% | -7.2% | +11.9% | +6.5% |
| 3M | -3.7% | -11.1% | +7.5% | -1.3% |
| 6M | -1.2% | +28.8% | -30.0% | -7.3% |
| YTD | +2.4% | +2.0% | +0.3% | +0.9% |
| 1Y | +23.4% | +31.3% | -7.9% | +14.0% |
| 3Y | +96.7% | +119.1% | -22.4% | +55.0% |
| 5Y | -30.6% | +29.7% | -60.3% | -41.7% |
| All | -35.6% | -14.2% | -21.5% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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