+99.9%
ELAN vs ROIV
+230.5%
-130.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.9% |
| 7D | -4.6% | +22.3% | -26.9% | -9.4% |
| 30D | +5.7% | +16.9% | -11.2% | +1.4% |
| 3M | -3.9% | +43.9% | -47.8% | -13.3% |
| 6M | -1.6% | +41.6% | -43.2% | -11.2% |
| YTD | +4.1% | +92.7% | -88.6% | -14.1% |
| 1Y | +25.5% | +210.2% | -184.6% | -10.2% |
| All | +99.9% | +230.5% | -130.6% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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