+113.0%
F vs ELAN
-29.1%
+142.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +4.1% |
| 7D | -3.7% | -6.4% | +2.7% | -1.7% |
| 30D | -0.7% | +0.6% | -1.3% | -0.9% |
| 3M | -1.9% | 0.0% | -1.8% | -2.3% |
| 6M | +16.1% | -3.4% | +19.5% | +15.9% |
| YTD | +9.5% | +1.0% | +8.4% | +7.7% |
| 1Y | +27.2% | +24.7% | +2.5% | +16.8% |
| 3Y | +36.3% | +97.2% | -61.0% | -1.6% |
| 5Y | +49.3% | -31.5% | +80.8% | +58.8% |
| All | +113.0% | -29.1% | +142.1% | +83.1% |
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