+94.1%
ELAN vs M
+97.0%
-3.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.7% | +1.8% | -1.6% |
| 7D | -6.4% | -8.8% | +2.4% | -4.0% |
| 30D | +0.6% | -16.4% | +17.0% | +5.7% |
| 3M | 0.0% | -10.8% | +10.8% | +2.8% |
| 6M | -3.4% | +16.1% | -19.5% | -7.7% |
| YTD | +1.0% | -5.3% | +6.3% | +1.3% |
| 1Y | +24.7% | +24.9% | -0.2% | +14.7% |
| All | +94.1% | +97.0% | -3.0% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling