+942.7%
TER vs ELAN
-28.2%
+970.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.1% |
| 7D | +6.4% | -5.4% | +11.8% | +8.6% |
| 30D | -5.7% | +4.7% | -10.4% | -7.7% |
| 3M | -0.4% | -3.7% | +3.3% | +0.1% |
| 6M | +25.8% | -1.2% | +27.0% | +25.4% |
| YTD | +96.4% | +2.4% | +94.0% | +93.4% |
| 1Y | +229.2% | +23.4% | +205.9% | +201.9% |
| 3Y | +288.1% | +96.7% | +191.4% | +176.1% |
| 5Y | +219.9% | -30.6% | +250.5% | +236.7% |
| All | +942.7% | -28.2% | +970.8% | +852.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling