+91.1%
EXE vs ELAN
-30.9%
+122.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | -3.1% | -5.4% | +2.3% | -2.5% |
| 30D | -0.9% | +4.7% | -5.6% | -1.5% |
| 3M | +9.6% | -3.7% | +13.2% | +9.7% |
| 6M | -11.6% | -1.2% | -10.4% | -12.3% |
| YTD | -12.6% | +2.4% | -14.9% | -13.9% |
| 1Y | +1.2% | +23.4% | -22.2% | -3.2% |
| 3Y | +18.0% | +96.7% | -78.7% | -0.5% |
| All | +91.1% | -30.9% | +122.0% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling