+16.3%
FIX vs ELAN
+15.7%
+0.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +17.0% | +11.9% | +5.1% | +13.1% |
| 30D | -30.6% | +18.3% | -48.8% | -33.9% |
| 3M | -35.0% | +19.7% | -54.8% | -38.6% |
| 6M | -44.0% | +23.7% | -67.6% | -48.3% |
| YTD | +21.1% | +17.1% | +4.0% | +12.9% |
| 1Y | +16.3% | +20.2% | -3.9% | +7.2% |
| All | +16.3% | +15.7% | +0.5% | +7.2% |
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