+297.2%
META vs ELAN
-27.0%
+324.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.3% | +7.0% |
| 7D | +10.3% | -4.6% | +14.8% | +11.6% |
| 30D | +9.9% | +5.7% | +4.2% | +8.1% |
| 3M | +11.9% | -3.9% | +15.8% | +12.2% |
| 6M | +1.2% | -1.6% | +2.8% | 0.0% |
| YTD | -0.8% | +4.1% | -4.9% | -3.8% |
| 1Y | -14.3% | +25.5% | -39.9% | -21.5% |
| 3Y | +121.4% | +103.2% | +18.2% | +62.8% |
| 5Y | +74.5% | -29.8% | +104.2% | +75.1% |
| All | +297.2% | -27.0% | +324.2% | +278.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling