-48.8%
SE vs ELAN
+13.9%
-62.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.0% | +1.4% | +3.6% |
| 7D | +6.7% | +11.7% | -5.1% | +3.3% |
| 30D | -17.2% | +12.4% | -29.6% | -19.9% |
| 3M | -28.0% | -1.1% | -26.9% | -28.2% |
| 6M | -6.1% | +12.4% | -18.6% | -10.3% |
| YTD | -37.1% | +11.8% | -49.0% | -39.1% |
| 1Y | -48.8% | +12.5% | -61.3% | -50.0% |
| All | -48.8% | +13.9% | -62.6% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling