-35.6%
ELAN vs NTR
+74.8%
-110.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | -5.4% | -1.3% | -4.1% | -5.1% |
| 30D | +4.7% | +16.8% | -12.1% | -0.4% |
| 3M | -3.7% | +20.7% | -24.4% | -9.4% |
| 6M | -1.2% | +0.5% | -1.7% | -2.4% |
| YTD | +2.4% | +29.2% | -26.8% | -7.6% |
| 1Y | +23.4% | +39.6% | -16.2% | +7.8% |
| 3Y | +96.7% | +37.9% | +58.8% | +68.4% |
| 5Y | -30.6% | +47.1% | -77.7% | -48.0% |
| All | -35.6% | +74.8% | -110.4% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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