+3.7%
U vs ELAN
+41.2%
-37.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -3.8% | +1.6% | -5.4% | -4.0% |
| 30D | +17.5% | -6.6% | +24.0% | +18.1% |
| 3M | +38.7% | -0.8% | +39.6% | +37.6% |
| 6M | +104.4% | +0.2% | +104.2% | +100.5% |
| YTD | -5.7% | +8.3% | -13.9% | -9.5% |
| 1Y | +3.7% | +40.2% | -36.6% | -14.4% |
| All | +3.7% | +41.2% | -37.5% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling