+113.7%
RF vs ELAN
-28.2%
+141.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | -1.0% | -5.4% | +4.5% | +0.9% |
| 30D | -3.7% | +4.7% | -8.4% | -5.3% |
| 3M | +5.3% | -3.7% | +9.0% | +5.8% |
| 6M | +17.2% | -1.2% | +18.4% | +14.8% |
| YTD | +14.5% | +2.4% | +12.1% | +10.3% |
| 1Y | +15.9% | +23.4% | -7.4% | +3.8% |
| 3Y | +91.2% | +96.7% | -5.5% | +28.3% |
| 5Y | +90.0% | -30.6% | +120.6% | +106.3% |
| All | +113.7% | -28.2% | +141.8% | +85.1% |
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 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