+2,033.0%
FIX vs ELAN
-17.0%
+2,050.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.7% |
| 7D | +9.4% | +4.0% | +5.4% | +8.2% |
| 30D | -27.8% | +18.8% | -46.5% | -31.4% |
| 3M | -35.6% | +19.0% | -54.5% | -39.0% |
| 6M | -45.2% | +22.8% | -68.1% | -49.0% |
| YTD | +19.5% | +18.3% | +1.1% | +11.6% |
| 1Y | +24.2% | +21.8% | +2.5% | +15.0% |
| 3Y | +494.2% | +153.8% | +340.3% | +305.6% |
| 5Y | +1,036.1% | -18.9% | +1,055.1% | +1,061.3% |
| All | +2,033.0% | -17.0% | +2,050.0% | +1,725.9% |
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