-14.3%
META vs ELAN
+23.9%
-38.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.3% | +6.8% |
| 7D | +10.3% | -4.6% | +14.8% | +11.0% |
| 30D | +9.9% | +5.7% | +4.2% | +8.9% |
| 3M | +11.9% | -3.9% | +15.8% | +11.9% |
| 6M | +1.2% | -1.6% | +2.8% | +0.6% |
| YTD | -0.8% | +4.1% | -4.9% | -2.7% |
| 1Y | -14.3% | +25.5% | -39.9% | -16.3% |
| All | -14.3% | +23.9% | -38.3% | -16.3% |
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