-67.1%
SE vs ELAN
-30.9%
-36.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.9% |
| 7D | -5.2% | -5.4% | +0.2% | -3.2% |
| 30D | -17.1% | +4.7% | -21.8% | -18.7% |
| 3M | +24.0% | -3.7% | +27.6% | +24.7% |
| 6M | +21.0% | -1.2% | +22.2% | +19.0% |
| YTD | -16.7% | +2.4% | -19.1% | -19.5% |
| 1Y | -45.9% | +23.4% | -69.3% | -52.0% |
| 3Y | +177.8% | +96.7% | +81.1% | +68.9% |
| All | -67.1% | -30.9% | -36.2% | -48.5% |
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