+921.6%
TER vs ELAN
-25.7%
+947.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +5.0% |
| 7D | +11.0% | +0.3% | +10.7% | +10.8% |
| 30D | -1.9% | +8.4% | -10.2% | -5.3% |
| 3M | -0.7% | +1.2% | -1.9% | -2.0% |
| 6M | +36.4% | +2.6% | +33.8% | +34.0% |
| YTD | +92.4% | +5.9% | +86.5% | +87.1% |
| 1Y | +213.5% | +25.8% | +187.7% | +185.2% |
| 3Y | +277.2% | +106.8% | +170.4% | +163.2% |
| 5Y | +219.1% | -29.3% | +248.4% | +233.4% |
| All | +921.6% | -25.7% | +947.3% | +821.2% |
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 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