-31.9%
ELAN vs P
+257.1%
-289.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +1.6% | +6.5% | -4.9% | +0.3% |
| 30D | -6.6% | +18.8% | -25.4% | -10.4% |
| 3M | -0.8% | +26.7% | -27.6% | -6.9% |
| 6M | +0.2% | +62.2% | -61.9% | -11.9% |
| YTD | +8.3% | +48.5% | -40.2% | -3.6% |
| 1Y | +40.2% | +26.4% | +13.8% | +26.8% |
| 3Y | +97.7% | +159.4% | -61.7% | +39.1% |
| 5Y | -28.3% | +275.8% | -304.1% | -55.4% |
| All | -31.9% | +257.1% | -289.0% | -64.1% |
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