-74.2%
OPEN vs ELAN
+8.8%
-83.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -1.2% |
| 7D | -11.4% | -5.4% | -6.0% | -8.1% |
| 30D | -20.1% | +4.7% | -24.8% | -22.4% |
| 3M | -37.6% | -3.7% | -33.9% | -36.7% |
| 6M | -47.1% | -1.2% | -45.9% | -48.6% |
| YTD | -52.1% | +2.4% | -54.5% | -54.7% |
| 1Y | -73.5% | +23.4% | -96.9% | -77.9% |
| 3Y | -24.4% | +96.7% | -121.1% | -60.2% |
| 5Y | -85.1% | -30.6% | -54.5% | -86.4% |
| All | -74.2% | +8.8% | -83.0% | -76.0% |
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