+115.6%
EXPE vs ELAN
-28.2%
+143.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +0.9% |
| 7D | -5.8% | -5.4% | -0.3% | -3.8% |
| 30D | -13.6% | +4.7% | -18.3% | -15.1% |
| 3M | +25.2% | -3.7% | +28.8% | +26.3% |
| 6M | +22.3% | -1.2% | +23.5% | +20.6% |
| YTD | -0.3% | +2.4% | -2.7% | -3.2% |
| 1Y | +27.8% | +23.4% | +4.4% | +15.0% |
| 3Y | +162.4% | +96.7% | +65.8% | +77.6% |
| 5Y | +95.8% | -30.6% | +126.4% | +106.4% |
| All | +115.6% | -28.2% | +143.8% | +88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling