+8.2%
EW vs ELAN
+25.6%
-17.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.1% | -3.0% |
| 7D | -6.2% | -5.4% | -0.7% | -5.2% |
| 30D | -9.3% | +4.7% | -14.0% | -10.1% |
| 3M | -1.6% | -3.7% | +2.0% | -1.4% |
| 6M | -0.8% | -1.2% | +0.3% | -1.7% |
| YTD | -1.0% | +2.4% | -3.4% | -2.7% |
| 1Y | +8.2% | +23.4% | -15.2% | +4.9% |
| All | +8.2% | +25.6% | -17.4% | +4.9% |
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 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