-3.5%
IR vs ELAN
+41.2%
-44.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -2.8% | +1.6% | -4.4% | -3.3% |
| 30D | -15.1% | -6.6% | -8.6% | -13.5% |
| 3M | +6.1% | -0.8% | +6.9% | +5.7% |
| 6M | -16.8% | +0.2% | -17.1% | -18.3% |
| YTD | -3.5% | +8.3% | -11.8% | -7.7% |
| 1Y | -3.5% | +40.2% | -43.7% | -16.4% |
| All | -3.5% | +41.2% | -44.7% | -16.4% |
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