+67.1%
EW vs ELAN
-28.2%
+95.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.1% | -3.1% |
| 7D | -6.2% | -5.4% | -0.7% | -5.0% |
| 30D | -9.3% | +4.7% | -14.0% | -10.4% |
| 3M | -1.6% | -3.7% | +2.0% | -1.2% |
| 6M | -0.8% | -1.2% | +0.3% | -1.9% |
| YTD | -1.0% | +2.4% | -3.4% | -3.1% |
| 1Y | +8.2% | +23.4% | -15.2% | +1.2% |
| 3Y | +12.7% | +96.7% | -84.0% | -13.0% |
| 5Y | -30.2% | -30.6% | +0.4% | -25.4% |
| All | +67.1% | -28.2% | +95.3% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling