+170.8%
IR vs ELAN
-27.0%
+197.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.5% |
| 7D | -1.9% | -4.6% | +2.7% | -0.5% |
| 30D | -15.0% | +5.7% | -20.7% | -16.6% |
| 3M | -0.4% | -3.9% | +3.5% | +0.3% |
| 6M | -15.0% | -1.6% | -13.4% | -15.7% |
| YTD | -7.1% | +4.1% | -11.1% | -9.4% |
| 1Y | -7.5% | +25.5% | -33.1% | -15.0% |
| 3Y | +6.3% | +103.2% | -96.9% | -21.8% |
| 5Y | +37.3% | -29.8% | +67.1% | +42.7% |
| All | +170.8% | -27.0% | +197.8% | +144.5% |
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