-31.5%
ELAN vs M
+13.6%
-45.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.7% | +1.8% | -1.7% |
| 7D | -6.4% | -8.8% | +2.4% | -4.1% |
| 30D | +0.6% | -16.4% | +17.0% | +5.4% |
| 3M | 0.0% | -10.8% | +10.8% | +2.7% |
| 6M | -3.4% | +16.1% | -19.5% | -7.5% |
| YTD | +1.0% | -5.3% | +6.3% | +1.4% |
| 1Y | +24.7% | +24.9% | -0.2% | +15.6% |
| 3Y | +97.2% | +97.5% | -0.3% | +53.5% |
| 5Y | -31.5% | +20.4% | -51.9% | -40.2% |
| All | -31.5% | +13.6% | -45.1% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling