+1,258.4%
NET vs ELAN
-16.8%
+1,275.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.4% | -1.8% | -6.4% |
| 7D | -21.2% | +1.9% | -23.1% | -21.7% |
| 30D | -31.1% | +5.3% | -36.5% | -32.3% |
| 3M | -16.5% | -9.7% | -6.9% | -14.7% |
| 6M | 0.0% | +3.0% | -3.0% | -2.9% |
| YTD | +24.0% | +4.6% | +19.4% | +19.4% |
| 1Y | +7.0% | +9.6% | -2.6% | +1.3% |
| 3Y | +279.6% | +146.4% | +133.1% | +146.0% |
| 5Y | +24.0% | -30.5% | +54.5% | +13.1% |
| All | +1,258.4% | -16.8% | +1,275.2% | +1,282.2% |
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