+109.8%
NSC vs ELAN
-24.0%
+133.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -5.5% | +1.6% | -7.1% | -5.9% |
| 30D | -3.2% | -6.6% | +3.3% | -2.0% |
| 3M | +7.7% | -0.8% | +8.5% | +7.2% |
| 6M | +4.5% | +0.2% | +4.3% | +2.9% |
| YTD | +15.6% | +8.3% | +7.3% | +11.4% |
| 1Y | +19.8% | +40.2% | -20.4% | +8.0% |
| 3Y | +70.1% | +97.7% | -27.6% | +31.4% |
| 5Y | +46.1% | -28.3% | +74.4% | +51.5% |
| All | +109.8% | -24.0% | +133.9% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling