+663.2%
SE vs ELAN
-28.2%
+691.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.8% |
| 7D | -5.2% | -5.4% | +0.2% | -3.3% |
| 30D | -17.1% | +4.7% | -21.8% | -18.5% |
| 3M | +24.0% | -3.7% | +27.6% | +24.7% |
| 6M | +21.0% | -1.2% | +22.2% | +19.3% |
| YTD | -16.7% | +2.4% | -19.1% | -19.1% |
| 1Y | -45.9% | +23.4% | -69.3% | -51.3% |
| 3Y | +177.8% | +96.7% | +81.1% | +86.0% |
| 5Y | -67.4% | -30.6% | -36.8% | -66.0% |
| All | +663.2% | -28.2% | +691.4% | +634.3% |
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