+91.5%
USB vs ELAN
+168.1%
-76.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -1.8% |
| 7D | 0.0% | +11.6% | -11.6% | -1.7% |
| 30D | +5.8% | +15.1% | -9.3% | +3.6% |
| 3M | -6.0% | +6.4% | -12.3% | -7.0% |
| 6M | +7.8% | -1.7% | +9.4% | +7.3% |
| YTD | +14.6% | +13.7% | +0.8% | +11.0% |
| 1Y | +31.8% | +19.6% | +12.2% | +26.4% |
| 3Y | +91.5% | +175.0% | -83.5% | +53.9% |
| All | +91.5% | +168.1% | -76.6% | +53.9% |
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