+124.4%
F vs ELAN
-24.0%
+148.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +5.3% | +1.6% | +3.7% | +4.8% |
| 30D | +4.6% | -6.6% | +11.1% | +6.5% |
| 3M | -3.7% | -0.8% | -2.8% | -3.8% |
| 6M | +16.8% | +0.2% | +16.6% | +15.3% |
| YTD | +15.3% | +8.3% | +7.0% | +11.0% |
| 1Y | +31.0% | +40.2% | -9.2% | +15.9% |
| 3Y | +45.4% | +97.7% | -52.3% | +5.5% |
| 5Y | +54.7% | -28.3% | +82.9% | +62.5% |
| All | +124.4% | -24.0% | +148.4% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling