+94.1%
ELAN vs RACE
+40.4%
+53.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.5% |
| 7D | -6.4% | -2.2% | -4.2% | -5.7% |
| 30D | +0.6% | -0.4% | +1.0% | +0.6% |
| 3M | 0.0% | +17.9% | -18.0% | -6.0% |
| 6M | -3.4% | +19.3% | -22.7% | -9.6% |
| YTD | +1.0% | +11.9% | -10.8% | -4.0% |
| 1Y | +24.7% | -12.7% | +37.4% | +27.0% |
| All | +94.1% | +40.4% | +53.7% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling