+279.2%
META vs ELAN
-17.8%
+297.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +3.1% | +11.9% | -8.8% | 0.0% |
| 30D | -18.2% | +18.3% | -36.5% | -21.9% |
| 3M | +7.8% | +19.7% | -11.9% | +2.4% |
| 6M | +3.6% | +23.7% | -20.1% | -3.3% |
| YTD | -5.3% | +17.1% | -22.4% | -11.2% |
| 1Y | +2.7% | +20.2% | -17.4% | -4.5% |
| 3Y | +91.5% | +148.1% | -56.6% | +33.6% |
| 5Y | +84.7% | -19.8% | +104.5% | +78.7% |
| All | +279.2% | -17.8% | +297.1% | +249.7% |
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