+91.3%
RF vs ELAN
+105.8%
-14.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -3.4% | +8.4% | -11.7% | -4.7% |
| 3M | +6.4% | +1.2% | +5.1% | +5.7% |
| 6M | +13.4% | +2.6% | +10.8% | +11.7% |
| YTD | +14.2% | +5.9% | +8.3% | +11.7% |
| 1Y | +15.7% | +25.8% | -10.1% | +9.4% |
| 3Y | +91.3% | +106.8% | -15.5% | +53.0% |
| All | +91.3% | +105.8% | -14.4% | +53.0% |
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 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