-25.6%
ELAN vs RACE
+221.5%
-247.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.4% |
| 7D | +4.0% | -1.2% | +5.2% | +4.6% |
| 30D | +18.8% | +6.1% | +12.6% | +15.7% |
| 3M | +19.0% | -0.3% | +19.3% | +18.8% |
| 6M | +22.8% | +23.4% | -0.6% | +11.2% |
| YTD | +18.3% | +12.5% | +5.8% | +11.0% |
| 1Y | +21.8% | -0.5% | +22.2% | +20.3% |
| 3Y | +153.8% | +23.6% | +130.2% | +115.2% |
| 5Y | -18.9% | +65.4% | -84.4% | -41.6% |
| All | -25.6% | +221.5% | -247.1% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling