-30.4%
ELAN vs Z
-64.7%
+34.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +0.2% |
| 7D | -5.4% | -6.0% | +0.6% | -3.8% |
| 30D | +4.7% | -2.3% | +7.0% | +5.1% |
| 3M | -3.7% | -0.6% | -3.0% | -4.2% |
| 6M | -1.2% | -27.6% | +26.4% | +7.3% |
| YTD | +2.4% | -52.4% | +54.7% | +23.9% |
| 1Y | +23.4% | -63.6% | +87.0% | +60.2% |
| 3Y | +96.7% | -36.4% | +133.1% | +109.3% |
| All | -30.4% | -64.7% | +34.3% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling