-32.1%
ELAN vs S
-57.7%
+25.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -4.6% | -1.2% | -3.4% | -4.4% |
| 30D | +5.7% | -12.6% | +18.3% | +7.7% |
| 3M | -3.9% | +27.6% | -31.4% | -8.8% |
| 6M | -1.6% | +35.5% | -37.1% | -8.6% |
| YTD | +4.1% | +29.6% | -25.5% | -2.8% |
| 1Y | +25.5% | +8.1% | +17.4% | +20.6% |
| 3Y | +103.2% | +14.8% | +88.4% | +85.6% |
| 5Y | -29.8% | -70.6% | +40.8% | -29.6% |
| All | -32.1% | -57.7% | +25.6% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling