-42.7%
ETHA vs ELAN
+41.2%
-83.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.7% |
| 7D | +0.8% | +1.6% | -0.8% | +0.5% |
| 30D | +27.9% | -6.6% | +34.5% | +29.2% |
| 3M | +38.3% | -0.8% | +39.2% | +38.0% |
| 6M | +14.0% | +0.2% | +13.7% | +12.9% |
| YTD | -17.4% | +8.3% | -25.7% | -18.5% |
| 1Y | -42.7% | +40.2% | -82.9% | -46.2% |
| All | -42.7% | +41.2% | -83.9% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling