+71.3%
V vs ELAN
-30.9%
+102.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -1.2% | -5.4% | +4.2% | -0.5% |
| 30D | +3.1% | +4.7% | -1.6% | +2.4% |
| 3M | +16.3% | -3.7% | +20.0% | +16.7% |
| 6M | +20.4% | -1.2% | +21.6% | +19.4% |
| YTD | +6.3% | +2.4% | +3.9% | +4.7% |
| 1Y | +8.7% | +23.4% | -14.7% | +3.8% |
| 3Y | +53.3% | +96.7% | -43.4% | +29.0% |
| All | +71.3% | -30.9% | +102.2% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling