+49.6%
USB vs ELAN
-20.2%
+69.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -2.9% |
| 7D | 0.0% | +11.6% | -11.6% | -3.2% |
| 30D | +5.8% | +15.1% | -9.3% | +1.5% |
| 3M | -6.0% | +6.4% | -12.3% | -8.1% |
| 6M | +7.8% | -1.7% | +9.4% | +6.6% |
| YTD | +14.6% | +13.7% | +0.8% | +7.5% |
| 1Y | +31.8% | +19.6% | +12.2% | +21.4% |
| 3Y | +91.5% | +175.0% | -83.5% | +22.4% |
| 5Y | +22.0% | -24.5% | +46.5% | +22.9% |
| All | +49.6% | -20.2% | +69.8% | +26.2% |
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