-16.0%
TEAM vs ELAN
+99.1%
-115.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -5.2% | -5.4% | +0.2% | -4.9% |
| 30D | +15.8% | +4.7% | +11.1% | +15.3% |
| 3M | +101.5% | -3.7% | +105.1% | +101.3% |
| 6M | +138.2% | -1.2% | +139.4% | +135.6% |
| YTD | +10.8% | +2.4% | +8.4% | +8.6% |
| 1Y | +1.7% | +23.4% | -21.7% | -3.6% |
| 3Y | -16.0% | +96.7% | -112.7% | -36.2% |
| All | -16.0% | +99.1% | -115.1% | -36.2% |
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 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