+2,125.3%
FIX vs ELAN
-17.9%
+2,143.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.1% | +5.3% |
| 7D | +6.4% | +4.6% | +1.8% | +5.2% |
| 30D | -29.1% | +17.4% | -46.5% | -32.4% |
| 3M | -31.1% | +16.5% | -47.6% | -34.4% |
| 6M | -42.8% | +21.9% | -64.7% | -46.7% |
| YTD | +24.6% | +17.0% | +7.6% | +16.9% |
| 1Y | +21.9% | +15.8% | +6.1% | +14.5% |
| 3Y | +524.9% | +147.9% | +377.0% | +329.9% |
| 5Y | +1,092.2% | -19.1% | +1,111.3% | +1,118.2% |
| All | +2,125.3% | -17.9% | +2,143.2% | +1,811.5% |
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