+274.8%
META vs ELAN
-24.0%
+298.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | +1.6% | +5.1% | +6.2% |
| 30D | +4.8% | -6.6% | +11.3% | +6.3% |
| 3M | -1.6% | -0.8% | -0.8% | -2.1% |
| 6M | -7.5% | +0.2% | -7.7% | -9.0% |
| YTD | -6.4% | +8.3% | -14.7% | -10.1% |
| 1Y | -17.3% | +40.2% | -57.6% | -26.5% |
| 3Y | +109.9% | +97.7% | +12.2% | +56.3% |
| 5Y | +65.4% | -28.3% | +93.6% | +65.1% |
| All | +274.8% | -24.0% | +298.8% | +253.9% |
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 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