+99.9%
ELAN vs P
+144.8%
-44.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | -1.3% |
| 7D | -4.6% | +5.0% | -9.6% | -5.1% |
| 30D | +5.7% | -0.9% | +6.6% | +5.5% |
| 3M | -3.9% | +38.7% | -42.5% | -8.4% |
| 6M | -1.6% | +54.4% | -56.0% | -8.7% |
| YTD | +4.1% | +44.8% | -40.8% | -2.9% |
| 1Y | +25.5% | +22.5% | +3.0% | +18.2% |
| All | +99.9% | +144.8% | -44.9% | +51.4% |
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