+20.3%
UL vs ELAN
+99.1%
-78.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.6% |
| 7D | -3.4% | -5.4% | +2.0% | -3.1% |
| 30D | +0.5% | +4.7% | -4.2% | +0.2% |
| 3M | +7.2% | -3.7% | +10.9% | +7.4% |
| 6M | -3.1% | -1.2% | -1.9% | -3.2% |
| YTD | -2.7% | +2.4% | -5.1% | -3.0% |
| 1Y | -10.2% | +23.4% | -33.6% | -11.0% |
| 3Y | +20.3% | +96.7% | -76.4% | +14.9% |
| All | +20.3% | +99.1% | -78.8% | +14.9% |
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