+6.5%
IR vs ELAN
+99.1%
-92.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -4.5% | -5.4% | +0.9% | -3.3% |
| 30D | -13.9% | +4.7% | -18.6% | -14.9% |
| 3M | -0.3% | -3.7% | +3.3% | +0.1% |
| 6M | -14.3% | -1.2% | -13.1% | -14.8% |
| YTD | -7.9% | +2.4% | -10.3% | -9.2% |
| 1Y | -9.9% | +23.4% | -33.3% | -14.6% |
| 3Y | +6.5% | +96.7% | -90.2% | -14.6% |
| All | +6.5% | +99.1% | -92.5% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling