+87.0%
RF vs ELAN
-30.4%
+117.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | -0.1% | -4.6% | +4.4% | +0.9% |
| 30D | -4.0% | +5.7% | -9.7% | -5.3% |
| 3M | +5.6% | -3.9% | +9.4% | +5.9% |
| 6M | +13.1% | -1.6% | +14.7% | +11.9% |
| YTD | +13.6% | +4.1% | +9.5% | +10.7% |
| 1Y | +16.0% | +25.5% | -9.6% | +7.7% |
| 3Y | +90.2% | +103.2% | -13.0% | +46.0% |
| 5Y | +87.0% | -29.8% | +116.8% | +99.1% |
| All | +87.0% | -30.4% | +117.4% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling