+70.7%
EW vs ELAN
-27.0%
+97.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.2% |
| 7D | -5.1% | -4.6% | -0.5% | -4.1% |
| 30D | -6.4% | +5.7% | -12.1% | -7.6% |
| 3M | -1.6% | -3.9% | +2.3% | -1.1% |
| 6M | +2.3% | -1.6% | +3.9% | +1.3% |
| YTD | +1.1% | +4.1% | -3.0% | -1.3% |
| 1Y | +8.0% | +25.5% | -17.5% | +0.6% |
| 3Y | +16.3% | +103.2% | -86.8% | -10.9% |
| 5Y | -29.4% | -29.8% | +0.4% | -24.7% |
| All | +70.7% | -27.0% | +97.7% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling