-2.2%
XYZ vs ELAN
-17.0%
+14.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.8% | +2.3% |
| 7D | -1.1% | +4.0% | -5.1% | -2.8% |
| 30D | +11.5% | +18.8% | -7.2% | +3.0% |
| 3M | +1.8% | +19.0% | -17.2% | -6.3% |
| 6M | +21.2% | +22.8% | -1.6% | +8.9% |
| YTD | +29.9% | +18.3% | +11.6% | +16.6% |
| 1Y | +35.8% | +21.8% | +14.0% | +19.8% |
| 3Y | +62.6% | +153.8% | -91.2% | -13.3% |
| 5Y | -62.8% | -18.9% | -43.9% | -63.3% |
| All | -2.2% | -17.0% | +14.7% | -9.5% |
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 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