+12.4%
W vs ELAN
+3.3%
+9.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -6.4% | -1.8% | -5.0% |
| 7D | -5.6% | +1.9% | -7.5% | -6.2% |
| 30D | +7.5% | +5.3% | +2.2% | +5.1% |
| 3M | +5.4% | -9.7% | +15.1% | +10.6% |
| 6M | +79.4% | +3.0% | +76.4% | +71.9% |
| YTD | +12.9% | +4.6% | +8.3% | +6.1% |
| 1Y | +12.4% | +9.6% | +2.8% | +3.2% |
| All | +12.4% | +3.3% | +9.1% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling