-17.8%
ELAN vs ROIV
+232.7%
-250.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | -6.6% | +1.0% | -7.5% | -6.8% |
| 3M | -0.8% | +18.3% | -19.1% | -3.6% |
| 6M | +0.2% | +18.3% | -18.1% | -2.8% |
| YTD | +8.3% | +61.0% | -52.7% | 0.0% |
| 1Y | +40.2% | +177.9% | -137.6% | +19.5% |
| 3Y | +97.7% | +199.1% | -101.3% | +64.1% |
| 5Y | -28.3% | +250.7% | -279.0% | -45.7% |
| All | -17.8% | +232.7% | -250.4% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling