+50.8%
NDAQ vs ELAN
-30.9%
+81.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.7% |
| 7D | -5.6% | -5.4% | -0.1% | -4.8% |
| 30D | -4.4% | +4.7% | -9.1% | -5.0% |
| 3M | +5.9% | -3.7% | +9.5% | +6.1% |
| 6M | +7.7% | -1.2% | +8.9% | +6.9% |
| YTD | -5.2% | +2.4% | -7.5% | -6.5% |
| 1Y | -3.4% | +23.4% | -26.7% | -7.6% |
| 3Y | +85.6% | +96.7% | -11.1% | +56.2% |
| All | +50.8% | -30.9% | +81.7% | +55.7% |
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 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