+59.1%
NOC vs ELAN
-30.9%
+90.0%
-35.1%
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% | 0.0% |
| 7D | +0.8% | -5.4% | +6.2% | +0.9% |
| 30D | -9.7% | +4.7% | -14.4% | -9.8% |
| 3M | -5.6% | -3.7% | -2.0% | -5.7% |
| 6M | -28.6% | -1.2% | -27.4% | -28.6% |
| YTD | -7.9% | +2.4% | -10.3% | -8.0% |
| 1Y | -9.5% | +23.4% | -32.9% | -9.8% |
| 3Y | +28.4% | +96.7% | -68.3% | +26.7% |
| All | +59.1% | -30.9% | +90.0% | +85.8% |
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