+76.9%
SPY vs ELAN
+99.1%
-22.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -0.8% | -5.4% | +4.7% | -0.1% |
| 30D | -1.1% | +4.7% | -5.8% | -1.7% |
| 3M | +3.9% | -3.7% | +7.5% | +4.1% |
| 6M | +13.6% | -1.2% | +14.8% | +12.9% |
| YTD | +12.7% | +2.4% | +10.3% | +11.3% |
| 1Y | +17.5% | +23.4% | -5.9% | +13.1% |
| 3Y | +76.9% | +96.7% | -19.8% | +49.8% |
| All | +76.9% | +99.1% | -22.2% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling