+52.2%
USB vs ELAN
-17.8%
+70.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.2% | +11.9% | -10.7% | -2.1% |
| 30D | +6.3% | +18.3% | -12.0% | +1.2% |
| 3M | -6.1% | +19.7% | -25.9% | -11.2% |
| 6M | +13.0% | +23.7% | -10.7% | +4.7% |
| YTD | +16.6% | +17.1% | -0.5% | +8.4% |
| 1Y | +31.1% | +20.2% | +10.9% | +20.8% |
| 3Y | +100.9% | +148.1% | -47.2% | +34.7% |
| 5Y | +24.5% | -19.8% | +44.3% | +22.7% |
| All | +52.2% | -17.8% | +70.0% | +27.4% |
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