+253.2%
NDAQ vs ELAN
-27.0%
+280.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -1.6% | -4.6% | +3.0% | -0.7% |
| 30D | -1.5% | +5.7% | -7.2% | -2.6% |
| 3M | +8.0% | -3.9% | +11.9% | +8.3% |
| 6M | +7.7% | -1.6% | +9.4% | +6.7% |
| YTD | -2.3% | +4.1% | -6.4% | -4.5% |
| 1Y | +0.6% | +25.5% | -25.0% | -5.6% |
| 3Y | +90.9% | +103.2% | -12.3% | +52.8% |
| 5Y | +52.5% | -29.8% | +82.2% | +56.9% |
| All | +253.2% | -27.0% | +280.1% | +215.1% |
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