-8.4%
XYZ vs ELAN
-28.2%
+19.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | -4.3% | -5.4% | +1.1% | -1.8% |
| 30D | +1.2% | +4.7% | -3.5% | -1.0% |
| 3M | +14.6% | -3.7% | +18.3% | +16.1% |
| 6M | +22.6% | -1.2% | +23.8% | +20.2% |
| YTD | +21.7% | +2.4% | +19.3% | +16.9% |
| 1Y | +6.7% | +23.4% | -16.7% | -7.1% |
| 3Y | +46.8% | +96.7% | -49.8% | -11.4% |
| 5Y | -68.0% | -30.6% | -37.5% | -66.2% |
| All | -8.4% | -28.2% | +19.7% | -9.2% |
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 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