+115.3%
SPOT vs ELAN
-30.9%
+146.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -3.1% | -5.4% | +2.4% | -1.6% |
| 30D | +7.4% | +4.7% | +2.7% | +6.1% |
| 3M | +8.2% | -3.7% | +11.8% | +8.8% |
| 6M | +2.2% | -1.2% | +3.4% | +0.6% |
| YTD | -9.5% | +2.4% | -11.9% | -12.0% |
| 1Y | -23.8% | +23.4% | -47.2% | -30.3% |
| 3Y | +233.5% | +96.7% | +136.8% | +136.4% |
| All | +115.3% | -30.9% | +146.2% | +176.6% |
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