-29.8%
ELAN vs RACE
+87.3%
-117.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -4.6% | -2.6% | -1.9% | -3.4% |
| 30D | +5.7% | -1.1% | +6.8% | +6.1% |
| 3M | -3.9% | +12.5% | -16.4% | -9.3% |
| 6M | -1.6% | +17.4% | -19.1% | -9.1% |
| YTD | +4.1% | +10.1% | -6.1% | -1.7% |
| 1Y | +25.5% | -15.1% | +40.7% | +32.1% |
| 3Y | +103.2% | +38.9% | +64.3% | +53.0% |
| 5Y | -29.8% | +90.7% | -120.5% | -56.3% |
| All | -29.8% | +87.3% | -117.1% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling