-18.9%
EXE vs ELAN
+13.9%
-32.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -5.9% | -2.7% |
| 7D | -4.7% | +11.7% | -16.4% | -3.9% |
| 30D | +1.0% | +12.4% | -11.4% | +1.9% |
| 3M | -5.6% | -1.1% | -4.5% | -5.5% |
| 6M | -12.3% | +12.4% | -24.7% | -11.1% |
| YTD | -19.5% | +11.8% | -31.3% | -17.6% |
| 1Y | -18.9% | +12.5% | -31.4% | -16.4% |
| All | -18.9% | +13.9% | -32.7% | -16.4% |
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