+97.2%
NI vs ELAN
-30.9%
+128.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | 0.0% | -5.4% | +5.5% | +0.5% |
| 30D | -1.4% | +4.7% | -6.1% | -1.8% |
| 3M | -10.6% | -3.7% | -6.9% | -10.5% |
| 6M | -9.3% | -1.2% | -8.1% | -9.8% |
| YTD | +1.1% | +2.4% | -1.2% | +0.2% |
| 1Y | +3.4% | +23.4% | -20.0% | +0.5% |
| 3Y | +67.9% | +96.7% | -28.8% | +51.4% |
| All | +97.2% | -30.9% | +128.1% | +95.0% |
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