-31.5%
ELAN vs S
-70.4%
+38.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.3% |
| 7D | -6.4% | +0.1% | -6.4% | -6.4% |
| 30D | +0.6% | -11.8% | +12.4% | +2.3% |
| 3M | 0.0% | +33.9% | -34.0% | -6.2% |
| 6M | -3.4% | +40.1% | -43.5% | -11.0% |
| YTD | +1.0% | +32.1% | -31.1% | -6.2% |
| 1Y | +24.7% | +11.0% | +13.7% | +19.1% |
| 3Y | +97.2% | +16.9% | +80.3% | +78.7% |
| 5Y | -31.5% | -68.9% | +37.4% | -31.1% |
| All | -31.5% | -70.4% | +38.9% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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