+27.2%
F vs ELAN
+21.9%
+5.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +4.2% |
| 7D | -3.7% | -6.4% | +2.7% | -1.4% |
| 30D | -0.7% | +0.6% | -1.3% | -0.9% |
| 3M | -1.9% | 0.0% | -1.8% | -2.4% |
| 6M | +16.1% | -3.4% | +19.5% | +15.1% |
| YTD | +9.5% | +1.0% | +8.4% | +7.5% |
| 1Y | +27.2% | +24.7% | +2.5% | +11.1% |
| All | +27.2% | +21.9% | +5.4% | +11.1% |
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 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