+68.6%
MAR vs ELAN
+99.1%
-30.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.5% |
| 7D | -0.5% | -5.4% | +4.9% | +0.5% |
| 30D | -5.4% | +4.7% | -10.1% | -6.3% |
| 3M | -15.5% | -3.7% | -11.8% | -15.1% |
| 6M | +3.0% | -1.2% | +4.2% | +2.4% |
| YTD | +8.5% | +2.4% | +6.1% | +7.2% |
| 1Y | +26.0% | +23.4% | +2.6% | +20.3% |
| 3Y | +68.6% | +96.7% | -28.1% | +43.5% |
| All | +68.6% | +99.1% | -30.5% | +43.5% |
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 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