+681.0%
SE vs ELAN
-27.0%
+707.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.5% |
| 7D | -3.6% | -4.6% | +0.9% | -2.0% |
| 30D | -5.3% | +5.7% | -11.0% | -7.2% |
| 3M | +28.1% | -3.9% | +32.0% | +28.9% |
| 6M | +20.7% | -1.6% | +22.3% | +19.2% |
| YTD | -14.8% | +4.1% | -18.8% | -17.7% |
| 1Y | -43.6% | +25.5% | -69.1% | -49.5% |
| 3Y | +184.2% | +103.2% | +81.0% | +87.7% |
| 5Y | -66.3% | -29.8% | -36.5% | -65.0% |
| All | +681.0% | -27.0% | +707.9% | +647.2% |
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