+151.2%
ELAN vs P
+203.4%
-52.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.3% |
| 7D | +11.9% | +17.8% | -5.9% | +10.1% |
| 30D | +18.3% | -29.9% | +48.1% | +21.8% |
| 3M | +19.7% | -1.2% | +20.9% | +18.6% |
| 6M | +23.7% | +32.1% | -8.5% | +17.6% |
| YTD | +17.1% | +64.3% | -47.2% | +7.4% |
| 1Y | +20.2% | +24.3% | -4.1% | +13.1% |
| All | +151.2% | +203.4% | -52.2% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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