+57.5%
O vs ELAN
-28.2%
+85.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -2.9% | -5.4% | +2.6% | -1.8% |
| 30D | -4.5% | +4.7% | -9.2% | -5.5% |
| 3M | -2.6% | -3.7% | +1.0% | -2.3% |
| 6M | -5.6% | -1.2% | -4.4% | -6.7% |
| YTD | +9.3% | +2.4% | +6.9% | +6.8% |
| 1Y | +4.3% | +23.4% | -19.1% | -2.5% |
| 3Y | +27.4% | +96.7% | -69.3% | -1.2% |
| 5Y | +17.1% | -30.6% | +47.6% | +27.1% |
| All | +57.5% | -28.2% | +85.7% | +32.8% |
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