+55.8%
USB vs ELAN
-25.7%
+81.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | -2.3% | +8.4% | -10.6% | -4.6% |
| 3M | +13.9% | +1.2% | +12.6% | +12.5% |
| 6M | +21.6% | +2.6% | +19.0% | +18.2% |
| YTD | +19.3% | +5.9% | +13.4% | +14.6% |
| 1Y | +33.6% | +25.8% | +7.7% | +21.0% |
| 3Y | +97.7% | +106.8% | -9.1% | +40.0% |
| 5Y | +40.4% | -29.3% | +69.7% | +44.1% |
| All | +55.8% | -25.7% | +81.5% | +34.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling