+165.6%
RTX vs ELAN
-28.2%
+193.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -1.5% | -5.4% | +3.9% | -0.4% |
| 30D | -11.0% | +4.7% | -15.7% | -11.9% |
| 3M | +7.7% | -3.7% | +11.3% | +7.9% |
| 6M | -3.9% | -1.2% | -2.7% | -5.0% |
| YTD | +9.0% | +2.4% | +6.6% | +6.5% |
| 1Y | +27.3% | +23.4% | +3.9% | +18.9% |
| 3Y | +172.9% | +96.7% | +76.2% | +110.9% |
| 5Y | +165.2% | -30.6% | +195.8% | +196.3% |
| All | +165.6% | -28.2% | +193.7% | +138.6% |
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 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