-28.4%
W vs ELAN
-28.2%
-0.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.3% |
| 7D | -0.9% | -5.4% | +4.6% | +2.4% |
| 30D | -4.2% | +4.7% | -8.9% | -7.0% |
| 3M | +26.9% | -3.7% | +30.6% | +28.0% |
| 6M | +31.2% | -1.2% | +32.4% | +29.2% |
| YTD | -1.8% | +2.4% | -4.2% | -6.3% |
| 1Y | +9.3% | +23.4% | -14.1% | -7.6% |
| 3Y | +33.2% | +96.7% | -63.5% | -26.6% |
| 5Y | -62.4% | -30.6% | -31.8% | -59.7% |
| All | -28.4% | -28.2% | -0.2% | -37.0% |
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