+150.0%
SCHD vs ELAN
-28.2%
+178.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -2.0% | -5.4% | +3.5% | -1.0% |
| 30D | -0.4% | +4.7% | -5.1% | -1.3% |
| 3M | +5.7% | -3.7% | +9.4% | +6.0% |
| 6M | +11.9% | -1.2% | +13.1% | +10.7% |
| YTD | +26.4% | +2.4% | +24.1% | +24.0% |
| 1Y | +27.6% | +23.4% | +4.2% | +20.3% |
| 3Y | +54.9% | +96.7% | -41.7% | +25.4% |
| 5Y | +60.9% | -30.6% | +91.5% | +66.6% |
| All | +150.0% | -28.2% | +178.2% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling