+190.4%
ETN vs ELAN
-30.9%
+221.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.7% |
| 7D | +3.5% | -5.4% | +9.0% | +4.7% |
| 30D | -7.5% | +4.7% | -12.2% | -8.5% |
| 3M | +8.3% | -3.7% | +12.0% | +8.6% |
| 6M | +20.2% | -1.2% | +21.4% | +19.3% |
| YTD | +34.7% | +2.4% | +32.3% | +32.8% |
| 1Y | +19.4% | +23.4% | -3.9% | +13.4% |
| 3Y | +85.5% | +96.7% | -11.2% | +53.2% |
| All | +190.4% | -30.9% | +221.4% | +192.6% |
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