+94.1%
ELAN vs Z
-39.0%
+133.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.2% | -2.1% |
| 7D | -6.4% | -11.6% | +5.2% | -3.0% |
| 30D | +0.6% | -8.5% | +9.0% | +2.9% |
| 3M | 0.0% | -7.9% | +7.9% | +1.6% |
| 6M | -3.4% | -29.1% | +25.7% | +6.1% |
| YTD | +1.0% | -54.2% | +55.2% | +25.1% |
| 1Y | +24.7% | -63.5% | +88.3% | +64.6% |
| All | +94.1% | -39.0% | +133.0% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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