+2,947.5%
FIX vs ELAN
-29.1%
+2,976.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.6% |
| 7D | +0.7% | -6.4% | +7.1% | +2.6% |
| 30D | -5.7% | +0.6% | -6.3% | -6.1% |
| 3M | -7.4% | 0.0% | -7.4% | -8.1% |
| 6M | +15.1% | -3.4% | +18.5% | +14.4% |
| YTD | +70.7% | +1.0% | +69.7% | +67.3% |
| 1Y | +111.9% | +24.7% | +87.2% | +94.8% |
| 3Y | +759.5% | +97.2% | +662.3% | +531.0% |
| 5Y | +2,164.4% | -31.5% | +2,195.9% | +2,336.3% |
| All | +2,947.5% | -29.1% | +2,976.6% | +2,637.0% |
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 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