+119.5%
RF vs ELAN
+150.7%
-31.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +1.1% |
| 7D | +1.9% | +4.0% | -2.1% | +1.3% |
| 30D | +7.3% | +18.8% | -11.4% | +4.3% |
| 3M | -7.9% | +19.0% | -26.9% | -10.6% |
| 6M | +10.5% | +22.8% | -12.3% | +6.1% |
| YTD | +9.6% | +18.3% | -8.7% | +5.2% |
| 1Y | +20.3% | +21.8% | -1.5% | +14.7% |
| 3Y | +119.5% | +153.8% | -34.3% | +48.6% |
| All | +119.5% | +150.7% | -31.2% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling