+124.6%
UAL vs ELAN
+102.3%
+22.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.5% |
| 7D | -1.1% | -4.6% | +3.4% | +0.3% |
| 30D | -13.4% | +5.7% | -19.1% | -14.9% |
| 3M | -2.3% | -3.9% | +1.6% | -1.5% |
| 6M | +13.3% | -1.6% | +15.0% | +12.9% |
| YTD | -4.2% | +4.1% | -8.3% | -6.0% |
| 1Y | +1.4% | +25.5% | -24.1% | -5.6% |
| All | +124.6% | +102.3% | +22.3% | +68.7% |
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