-27.2%
NOW vs ELAN
-19.1%
-8.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -1.7% | +11.9% | -13.6% | -4.0% |
| 30D | -27.4% | +18.3% | -45.6% | -30.0% |
| 3M | -19.4% | +19.7% | -39.2% | -22.8% |
| 6M | +13.1% | +23.7% | -10.6% | +6.3% |
| YTD | -34.3% | +17.1% | -51.4% | -38.4% |
| 1Y | -41.8% | +20.2% | -61.9% | -45.9% |
| 3Y | -20.7% | +148.1% | -168.8% | -47.1% |
| 5Y | -27.2% | -19.8% | -7.4% | +5.4% |
| All | -27.2% | -19.1% | -8.1% | +5.4% |
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