+166.9%
NTAP vs ELAN
-27.0%
+193.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.6% | -1.9% |
| 7D | +2.2% | -4.6% | +6.8% | +3.3% |
| 30D | -7.0% | +5.7% | -12.7% | -8.5% |
| 3M | +12.3% | -3.9% | +16.2% | +12.6% |
| 6M | +85.1% | -1.6% | +86.8% | +82.6% |
| YTD | +74.8% | +4.1% | +70.7% | +69.9% |
| 1Y | +52.7% | +25.5% | +27.1% | +40.8% |
| 3Y | +147.7% | +103.2% | +44.5% | +86.8% |
| 5Y | +124.8% | -29.8% | +154.6% | +130.4% |
| All | +166.9% | -27.0% | +193.8% | +153.1% |
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