-33.4%
ELAN vs RACE
+217.4%
-250.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.7% |
| 7D | +0.3% | -1.0% | +1.3% | +0.7% |
| 30D | +8.4% | -1.5% | +9.9% | +9.0% |
| 3M | +1.2% | +15.5% | -14.2% | -5.3% |
| 6M | +2.6% | +17.3% | -14.7% | -4.9% |
| YTD | +5.9% | +11.1% | -5.2% | 0.0% |
| 1Y | +25.8% | -14.3% | +40.1% | +31.6% |
| 3Y | +106.8% | +40.2% | +66.7% | +64.7% |
| 5Y | -29.3% | +92.6% | -121.8% | -52.2% |
| All | -33.4% | +217.4% | -250.8% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling