+14.4%
FIX vs ELAN
+13.9%
+0.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.0% | -18.1% | -15.8% |
| 7D | -18.9% | +11.7% | -30.7% | -21.3% |
| 30D | -36.3% | +12.4% | -48.7% | -38.3% |
| 3M | -38.5% | -1.1% | -37.4% | -38.5% |
| 6M | -42.3% | +12.4% | -54.7% | -45.3% |
| YTD | +17.1% | +11.8% | +5.3% | +12.5% |
| 1Y | +14.4% | +12.5% | +1.9% | +9.0% |
| All | +14.4% | +13.9% | +0.5% | +9.0% |
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