+1,381.0%
NET vs ELAN
-11.0%
+1,392.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.5% |
| 7D | -16.4% | +11.7% | -28.1% | -19.2% |
| 30D | -25.8% | +12.4% | -38.3% | -28.5% |
| 3M | -11.5% | -1.1% | -10.4% | -12.1% |
| 6M | +18.9% | +12.4% | +6.5% | +12.4% |
| YTD | +35.2% | +11.8% | +23.4% | +27.5% |
| 1Y | +14.5% | +12.5% | +2.0% | +7.5% |
| 3Y | +313.8% | +163.4% | +150.4% | +162.8% |
| 5Y | +32.6% | -23.0% | +55.6% | +18.2% |
| All | +1,381.0% | -11.0% | +1,392.0% | +1,376.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling