+9.1%
IR vs ELAN
+13.9%
-4.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.5% | -1.4% |
| 7D | +11.6% | +11.7% | -0.2% | +7.9% |
| 30D | +7.2% | +12.4% | -5.3% | +3.3% |
| 3M | -5.9% | -1.1% | -4.7% | -5.9% |
| 6M | +11.5% | +12.4% | -1.0% | +5.4% |
| YTD | +6.3% | +11.8% | -5.5% | +1.2% |
| 1Y | +9.1% | +12.5% | -3.4% | +3.2% |
| All | +9.1% | +13.9% | -4.8% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling