+30.5%
UL vs ELAN
-27.0%
+57.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | -3.2% | -4.6% | +1.4% | -2.8% |
| 30D | -0.6% | +5.7% | -6.3% | -1.2% |
| 3M | +9.4% | -3.9% | +13.3% | +9.7% |
| 6M | -4.1% | -1.6% | -2.5% | -4.5% |
| YTD | -2.0% | +4.1% | -6.0% | -2.9% |
| 1Y | -9.0% | +25.5% | -34.5% | -11.7% |
| 3Y | +21.8% | +103.2% | -81.4% | +8.7% |
| 5Y | +20.6% | -29.8% | +50.4% | +24.9% |
| All | +30.5% | -27.0% | +57.5% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling