-33.4%
ELAN vs RVTY
+34.3%
-67.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.0% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +8.4% | +10.8% | -2.5% | +2.8% |
| 3M | +1.2% | +26.8% | -25.6% | -10.4% |
| 6M | +2.6% | +39.3% | -36.7% | -13.5% |
| YTD | +5.9% | +31.6% | -25.7% | -8.9% |
| 1Y | +25.8% | +47.7% | -21.9% | +1.7% |
| 3Y | +106.8% | +19.9% | +86.9% | +79.6% |
| 5Y | -29.3% | -32.3% | +3.1% | -22.4% |
| All | -33.4% | +34.3% | -67.7% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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