+112.5%
NET vs ELAN
-27.7%
+140.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -7.0% | +1.6% | -8.6% | -7.7% |
| 30D | -4.8% | -6.6% | +1.8% | -3.0% |
| 3M | +3.8% | -0.8% | +4.7% | +2.9% |
| 6M | +50.0% | +0.2% | +49.8% | +45.5% |
| YTD | +41.5% | +8.3% | +33.2% | +32.5% |
| 1Y | +32.8% | +40.2% | -7.4% | +10.0% |
| 3Y | +335.9% | +97.7% | +238.1% | +155.0% |
| All | +112.5% | -27.7% | +140.2% | +214.4% |
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