+15.6%
U vs ELAN
+99.1%
-83.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.1% |
| 7D | +5.5% | -5.4% | +10.9% | +7.0% |
| 30D | -1.3% | +4.7% | -6.0% | -2.6% |
| 3M | +64.6% | -3.7% | +68.2% | +64.2% |
| 6M | +119.4% | -1.2% | +120.6% | +114.6% |
| YTD | -0.5% | +2.4% | -2.9% | -3.9% |
| 1Y | +1.3% | +23.4% | -22.1% | -8.5% |
| 3Y | +15.6% | +96.7% | -81.1% | -17.1% |
| All | +15.6% | +99.1% | -83.4% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling