+136.0%
GOOG vs ELAN
-30.9%
+167.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +1.3% |
| 7D | 0.0% | -5.4% | +5.5% | +1.1% |
| 30D | -2.0% | +4.7% | -6.7% | -2.9% |
| 3M | -5.9% | -3.7% | -2.2% | -5.6% |
| 6M | +8.9% | -1.2% | +10.1% | +8.1% |
| YTD | +7.1% | +2.4% | +4.7% | +5.3% |
| 1Y | +39.7% | +23.4% | +16.3% | +32.6% |
| 3Y | +145.8% | +96.7% | +49.2% | +98.0% |
| All | +136.0% | -30.9% | +167.0% | +172.1% |
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