+174.8%
EXE vs ELAN
-19.5%
+194.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.4% |
| 7D | -2.7% | -4.6% | +1.9% | -2.2% |
| 30D | -0.4% | +5.7% | -6.1% | -1.1% |
| 3M | +9.5% | -3.9% | +13.4% | +9.6% |
| 6M | -9.3% | -1.6% | -7.7% | -10.0% |
| YTD | -10.9% | +4.1% | -15.0% | -12.4% |
| 1Y | +4.3% | +25.5% | -21.2% | -0.2% |
| 3Y | +18.8% | +103.2% | -84.4% | +0.6% |
| 5Y | +101.4% | -29.8% | +131.2% | +101.1% |
| All | +174.8% | -19.5% | +194.4% | +187.3% |
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