+102.2%
RF vs ELAN
-17.8%
+120.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +0.4% | +11.9% | -11.6% | -3.5% |
| 30D | +5.6% | +18.3% | -12.7% | -0.5% |
| 3M | -8.9% | +19.7% | -28.6% | -14.7% |
| 6M | +7.1% | +23.7% | -16.6% | -2.0% |
| YTD | +8.3% | +17.1% | -8.8% | -0.6% |
| 1Y | +16.8% | +20.2% | -3.4% | +5.9% |
| 3Y | +115.0% | +148.1% | -33.1% | +32.9% |
| 5Y | +46.4% | -19.8% | +66.2% | +50.7% |
| All | +102.2% | -17.8% | +120.0% | +66.9% |
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