+2,166.5%
FIX vs ELAN
-30.4%
+2,196.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.6% |
| 7D | +3.5% | -4.6% | +8.1% | +4.6% |
| 30D | -3.5% | +5.7% | -9.2% | -4.9% |
| 3M | -11.8% | -3.9% | -7.9% | -11.4% |
| 6M | +17.8% | -1.6% | +19.4% | +16.9% |
| YTD | +73.3% | +4.1% | +69.2% | +69.8% |
| 1Y | +128.1% | +25.5% | +102.6% | +114.0% |
| 3Y | +772.7% | +103.2% | +669.5% | +588.6% |
| 5Y | +2,166.5% | -29.8% | +2,196.2% | +2,466.7% |
| All | +2,166.5% | -30.4% | +2,196.8% | +2,466.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling