+94.6%
TEAM vs ELAN
-27.0%
+121.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | -4.7% | -4.6% | -0.1% | -3.6% |
| 30D | +17.0% | +5.7% | +11.3% | +15.3% |
| 3M | +85.9% | -3.9% | +89.8% | +85.7% |
| 6M | +116.7% | -1.6% | +118.3% | +111.7% |
| YTD | +9.6% | +4.1% | +5.6% | +4.8% |
| 1Y | -2.5% | +25.5% | -28.1% | -12.2% |
| 3Y | -14.0% | +103.2% | -117.2% | -38.9% |
| 5Y | -53.1% | -29.8% | -23.3% | -55.3% |
| All | +94.6% | -27.0% | +121.6% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling