+58.0%
USB vs ELAN
-24.0%
+82.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +1.4% | +1.6% | -0.2% | +1.0% |
| 30D | -1.3% | -6.6% | +5.3% | +0.2% |
| 3M | +15.2% | -0.8% | +16.1% | +14.5% |
| 6M | +18.8% | +0.2% | +18.6% | +16.4% |
| YTD | +21.0% | +8.3% | +12.7% | +15.5% |
| 1Y | +34.0% | +40.2% | -6.2% | +17.4% |
| 3Y | +95.3% | +97.7% | -2.4% | +41.0% |
| 5Y | +40.4% | -28.3% | +68.6% | +43.7% |
| All | +58.0% | -24.0% | +82.0% | +35.6% |
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 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