+2,984.9%
FIX vs ELAN
-24.0%
+3,008.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | +1.6% | +4.4% | +5.5% |
| 30D | -7.2% | -6.6% | -0.7% | -5.7% |
| 3M | -15.9% | -0.8% | -15.0% | -16.2% |
| 6M | +12.7% | +0.2% | +12.5% | +11.0% |
| YTD | +72.8% | +8.3% | +64.5% | +66.0% |
| 1Y | +122.9% | +40.2% | +82.7% | +97.6% |
| 3Y | +774.3% | +97.7% | +676.6% | +544.0% |
| 5Y | +2,049.5% | -28.3% | +2,077.7% | +2,188.7% |
| All | +2,984.9% | -24.0% | +3,008.9% | +2,615.0% |
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 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