+78.4%
ELAN vs NXT
+171.8%
-93.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.9% | -1.3% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | +5.7% | -20.0% | +25.7% | +8.8% |
| 3M | -3.9% | -30.9% | +27.1% | +0.5% |
| 6M | -1.6% | -23.8% | +22.2% | +0.5% |
| YTD | +4.1% | -5.4% | +9.5% | +2.7% |
| 1Y | +25.5% | +28.0% | -2.5% | +17.3% |
| 3Y | +103.2% | +93.3% | +9.9% | +62.4% |
| All | +78.4% | +171.8% | -93.3% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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