+91.4%
EXPE vs ELAN
-30.9%
+122.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.0% |
| 7D | -5.8% | -5.4% | -0.3% | -4.0% |
| 30D | -13.6% | +4.7% | -18.3% | -14.9% |
| 3M | +25.2% | -3.7% | +28.8% | +26.2% |
| 6M | +22.3% | -1.2% | +23.5% | +20.9% |
| YTD | -0.3% | +2.4% | -2.7% | -2.8% |
| 1Y | +27.8% | +23.4% | +4.4% | +16.4% |
| 3Y | +162.4% | +96.7% | +65.8% | +81.9% |
| All | +91.4% | -30.9% | +122.3% | +144.6% |
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