+85.0%
F vs ELAN
-17.0%
+102.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -3.1% | +4.0% | -7.1% | -4.3% |
| 30D | 0.0% | +18.8% | -18.7% | -5.5% |
| 3M | -13.2% | +19.0% | -32.2% | -18.1% |
| 6M | -10.2% | +22.8% | -33.1% | -16.5% |
| YTD | -4.9% | +18.3% | -23.3% | -11.3% |
| 1Y | -6.1% | +21.8% | -27.9% | -13.3% |
| 3Y | +46.0% | +153.8% | -107.9% | -2.8% |
| 5Y | -15.7% | -18.9% | +3.2% | -15.2% |
| All | +85.0% | -17.0% | +102.0% | +50.8% |
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