+19.7%
EXC vs ELAN
+96.4%
-76.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.7% |
| 7D | -1.6% | -6.4% | +4.8% | -1.5% |
| 30D | -2.4% | +0.6% | -2.9% | -2.4% |
| 3M | -4.0% | 0.0% | -3.9% | -4.0% |
| 6M | -9.8% | -3.4% | -6.4% | -9.8% |
| YTD | +2.3% | +1.0% | +1.3% | +2.2% |
| 1Y | +3.8% | +24.7% | -20.9% | +3.3% |
| All | +19.7% | +96.4% | -76.6% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling