-35.6%
ELAN vs MKTX
-3.1%
-32.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | +4.7% | +0.7% | +4.0% | +4.6% |
| 3M | -3.7% | +40.8% | -44.5% | -10.1% |
| 6M | -1.2% | -8.0% | +6.8% | -0.2% |
| YTD | +2.4% | -8.7% | +11.1% | +3.5% |
| 1Y | +23.4% | -11.8% | +35.2% | +25.3% |
| 3Y | +96.7% | -24.0% | +120.7% | +99.6% |
| 5Y | -30.6% | -60.3% | +29.7% | -19.0% |
| All | -35.6% | -3.1% | -32.5% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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