+63.9%
META vs ELAN
-29.1%
+93.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.1% |
| 7D | +6.0% | +0.3% | +5.8% | +6.0% |
| 30D | +3.6% | +8.4% | -4.8% | +1.3% |
| 3M | +4.9% | +1.2% | +3.7% | +3.7% |
| 6M | -4.7% | +2.6% | -7.3% | -7.0% |
| YTD | -6.9% | +5.9% | -12.8% | -10.2% |
| 1Y | -18.2% | +25.8% | -44.0% | -25.4% |
| 3Y | +107.8% | +106.8% | +0.9% | +46.1% |
| 5Y | +63.9% | -29.3% | +93.2% | +99.9% |
| All | +63.9% | -29.1% | +93.0% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling