+50.0%
EXPE vs ELAN
+13.9%
+36.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.0% | +7.5% | +9.6% |
| 7D | +14.6% | +11.7% | +2.9% | +10.7% |
| 30D | +21.4% | +12.4% | +9.0% | +17.0% |
| 3M | +1.4% | -1.1% | +2.5% | +1.3% |
| 6M | +28.6% | +12.4% | +16.2% | +22.3% |
| YTD | +12.1% | +11.8% | +0.3% | +6.3% |
| 1Y | +50.0% | +12.5% | +37.5% | +40.7% |
| All | +50.0% | +13.9% | +36.2% | +40.7% |
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