-27.2%
W vs ELAN
-27.0%
-0.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +1.2% |
| 7D | +5.9% | -4.6% | +10.5% | +8.8% |
| 30D | -3.0% | +5.7% | -8.7% | -6.4% |
| 3M | +40.3% | -3.9% | +44.2% | +42.0% |
| 6M | +32.2% | -1.6% | +33.9% | +30.5% |
| YTD | -0.3% | +4.1% | -4.4% | -5.7% |
| 1Y | +16.2% | +25.5% | -9.4% | -2.8% |
| 3Y | +40.7% | +103.2% | -62.5% | -24.0% |
| 5Y | -62.3% | -29.8% | -32.6% | -59.9% |
| All | -27.2% | -27.0% | -0.3% | -36.6% |
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