+75.8%
NSC vs ELAN
+102.3%
-26.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.2% |
| 7D | -2.0% | -4.6% | +2.5% | -1.4% |
| 30D | -3.2% | +5.7% | -8.9% | -4.0% |
| 3M | +3.9% | -3.9% | +7.8% | +4.2% |
| 6M | +7.8% | -1.6% | +9.4% | +7.1% |
| YTD | +13.4% | +4.1% | +9.3% | +11.6% |
| 1Y | +20.3% | +25.5% | -5.2% | +15.0% |
| All | +75.8% | +102.3% | -26.5% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling