-25.6%
ELAN vs P
+287.5%
-313.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.4% |
| 7D | +4.0% | +11.6% | -7.6% | +1.9% |
| 30D | +18.8% | -23.7% | +42.4% | +23.9% |
| 3M | +19.0% | -8.0% | +26.9% | +18.7% |
| 6M | +22.8% | +27.9% | -5.1% | +12.8% |
| YTD | +18.3% | +61.2% | -42.8% | +2.1% |
| 1Y | +21.8% | +28.6% | -6.8% | +8.7% |
| 3Y | +153.8% | +200.5% | -46.6% | +70.1% |
| 5Y | -18.9% | +282.9% | -301.9% | -50.4% |
| All | -25.6% | +287.5% | -313.1% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling