+167.4%
MAR vs ELAN
-27.0%
+194.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.3% |
| 7D | -0.5% | -4.6% | +4.1% | +0.9% |
| 30D | -4.7% | +5.7% | -10.4% | -6.3% |
| 3M | -15.6% | -3.9% | -11.7% | -15.1% |
| 6M | +1.2% | -1.6% | +2.8% | +0.2% |
| YTD | +7.5% | +4.1% | +3.4% | +4.4% |
| 1Y | +26.6% | +25.5% | +1.1% | +15.7% |
| 3Y | +66.0% | +103.2% | -37.2% | +19.5% |
| 5Y | +154.1% | -29.8% | +183.9% | +173.8% |
| All | +167.4% | -27.0% | +194.3% | +151.0% |
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