+0.8%
META vs ELAN
+13.9%
-13.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +1.0% |
| 7D | +2.9% | +11.7% | -8.9% | +1.2% |
| 30D | -15.1% | +12.4% | -27.5% | -16.6% |
| 3M | +7.2% | -1.1% | +8.4% | +7.2% |
| 6M | +3.4% | +12.4% | -9.1% | 0.0% |
| YTD | -4.3% | +11.8% | -16.2% | -7.2% |
| 1Y | +0.8% | +12.5% | -11.7% | -2.0% |
| All | +0.8% | +13.9% | -13.1% | -2.0% |
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 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