+23.2%
UAL vs ELAN
-28.2%
+51.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.8% | +2.5% |
| 7D | -1.4% | -5.4% | +4.0% | +1.1% |
| 30D | -12.2% | +4.7% | -16.9% | -14.1% |
| 3M | -2.5% | -3.7% | +1.2% | -1.7% |
| 6M | +21.1% | -1.2% | +22.3% | +20.1% |
| YTD | -1.8% | +2.4% | -4.2% | -4.3% |
| 1Y | +0.4% | +23.4% | -23.0% | -10.6% |
| 3Y | +130.3% | +96.7% | +33.6% | +45.5% |
| 5Y | +147.7% | -30.6% | +178.3% | +183.9% |
| All | +23.2% | -28.2% | +51.4% | +9.5% |
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 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