+0.8%
NOW vs ELAN
-30.4%
+31.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.6% | -1.9% |
| 7D | -4.1% | -4.6% | +0.5% | -3.2% |
| 30D | +2.9% | +5.7% | -2.8% | +1.5% |
| 3M | +22.6% | -3.9% | +26.4% | +22.7% |
| 6M | +7.5% | -1.6% | +9.2% | +5.7% |
| YTD | -14.4% | +4.1% | -18.5% | -17.5% |
| 1Y | -29.8% | +25.5% | -55.3% | -36.0% |
| 3Y | +9.2% | +103.2% | -93.9% | -22.5% |
| 5Y | +0.8% | -29.8% | +30.6% | +29.3% |
| All | +0.8% | -30.4% | +31.2% | +29.3% |
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