-52.3%
TEAM vs ELAN
-30.9%
-21.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | -5.2% | -5.4% | +0.2% | -3.8% |
| 30D | +15.8% | +4.7% | +11.1% | +14.1% |
| 3M | +101.5% | -3.7% | +105.1% | +101.0% |
| 6M | +138.2% | -1.2% | +139.4% | +130.9% |
| YTD | +10.8% | +2.4% | +8.4% | +5.3% |
| 1Y | +1.7% | +23.4% | -21.7% | -10.3% |
| 3Y | -16.0% | +96.7% | -112.7% | -47.3% |
| All | -52.3% | -30.9% | -21.4% | -34.1% |
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