+111.8%
NFLX vs ELAN
-28.2%
+140.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.6% |
| 7D | -1.1% | -5.4% | +4.3% | 0.0% |
| 30D | +4.3% | +4.7% | -0.4% | +3.3% |
| 3M | -4.8% | -3.7% | -1.1% | -4.3% |
| 6M | -18.4% | -1.2% | -17.2% | -19.4% |
| YTD | -17.4% | +2.4% | -19.8% | -19.1% |
| 1Y | -35.7% | +23.4% | -59.1% | -39.7% |
| 3Y | +73.8% | +96.7% | -22.9% | +37.6% |
| 5Y | +29.3% | -30.6% | +59.9% | +30.5% |
| All | +111.8% | -28.2% | +140.0% | +124.2% |
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