+162.7%
V vs ELAN
-28.2%
+190.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | -1.2% | -5.4% | +4.2% | -0.1% |
| 30D | +3.1% | +4.7% | -1.6% | +2.0% |
| 3M | +16.3% | -3.7% | +20.0% | +16.8% |
| 6M | +20.4% | -1.2% | +21.6% | +18.9% |
| YTD | +6.3% | +2.4% | +3.9% | +3.8% |
| 1Y | +8.7% | +23.4% | -14.7% | +1.5% |
| 3Y | +53.3% | +96.7% | -43.4% | +19.7% |
| 5Y | +71.1% | -30.6% | +101.7% | +82.2% |
| All | +162.7% | -28.2% | +190.8% | +145.9% |
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 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