-19.1%
ELAN vs RACE
+68.9%
-88.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +4.6% | -3.9% | +8.5% | +6.5% |
| 30D | +17.4% | +6.8% | +10.6% | +13.9% |
| 3M | +16.5% | +1.3% | +15.2% | +15.5% |
| 6M | +21.9% | +26.3% | -4.4% | +8.6% |
| YTD | +17.0% | +13.8% | +3.2% | +8.7% |
| 1Y | +15.8% | -0.5% | +16.3% | +14.3% |
| 3Y | +147.9% | +25.6% | +122.3% | +98.5% |
| 5Y | -19.1% | +67.6% | -86.7% | -50.5% |
| All | -19.1% | +68.9% | -88.0% | -50.5% |
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