-34.6%
ELAN vs Z
-28.0%
-6.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -4.6% | -7.1% | +2.5% | -3.0% |
| 30D | +5.7% | -4.8% | +10.5% | +6.6% |
| 3M | -3.9% | -9.3% | +5.5% | -2.3% |
| 6M | -1.6% | -29.0% | +27.3% | +5.5% |
| YTD | +4.1% | -52.9% | +57.0% | +21.3% |
| 1Y | +25.5% | -63.1% | +88.7% | +53.7% |
| 3Y | +103.2% | -36.9% | +140.1% | +115.5% |
| 5Y | -29.8% | -65.5% | +35.7% | -22.4% |
| All | -34.6% | -28.0% | -6.6% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling