+104.0%
NSC vs ELAN
-28.2%
+132.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | -2.8% | -5.4% | +2.6% | -1.6% |
| 30D | -4.5% | +4.7% | -9.2% | -5.6% |
| 3M | +3.5% | -3.7% | +7.2% | +3.9% |
| 6M | +8.5% | -1.2% | +9.7% | +7.1% |
| YTD | +12.3% | +2.4% | +10.0% | +9.7% |
| 1Y | +18.9% | +23.4% | -4.4% | +10.5% |
| 3Y | +74.1% | +96.7% | -22.6% | +34.1% |
| 5Y | +43.9% | -30.6% | +74.5% | +49.8% |
| All | +104.0% | -28.2% | +132.1% | +80.7% |
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