-49.3%
TE vs ELAN
-30.9%
-18.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | -0.1% |
| 7D | +0.2% | -5.4% | +5.6% | +3.1% |
| 30D | -5.9% | +4.7% | -10.6% | -8.4% |
| 3M | -45.6% | -3.7% | -41.9% | -45.6% |
| 6M | -43.4% | -1.2% | -42.2% | -44.8% |
| YTD | -31.0% | +2.4% | -33.4% | -33.9% |
| 1Y | +145.2% | +23.4% | +121.8% | +109.4% |
| 3Y | -24.1% | +96.7% | -120.7% | -51.7% |
| All | -49.3% | -30.9% | -18.4% | -50.0% |
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