+18.1%
EW vs ELAN
+13.9%
+4.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.4% | +3.8% |
| 7D | +8.3% | +11.7% | -3.5% | +6.0% |
| 30D | +13.9% | +12.4% | +1.5% | +11.4% |
| 3M | +10.9% | -1.1% | +12.0% | +10.7% |
| 6M | +19.2% | +12.4% | +6.8% | +15.2% |
| YTD | +16.6% | +11.8% | +4.7% | +12.3% |
| 1Y | +18.1% | +12.5% | +5.6% | +13.3% |
| All | +18.1% | +13.9% | +4.2% | +13.3% |
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