+190.8%
EQT vs ELAN
-30.9%
+221.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -2.0% | -5.4% | +3.4% | -1.2% |
| 30D | 0.0% | +4.7% | -4.7% | -0.7% |
| 3M | +5.9% | -3.7% | +9.6% | +6.1% |
| 6M | -14.8% | -1.2% | -13.6% | -15.6% |
| YTD | +1.8% | +2.4% | -0.6% | -0.1% |
| 1Y | +7.4% | +23.4% | -16.0% | +1.7% |
| 3Y | +33.6% | +96.7% | -63.1% | +9.5% |
| All | +190.8% | -30.9% | +221.7% | +250.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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