+35.8%
XYZ vs ELAN
+21.2%
+14.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.8% | +2.5% |
| 7D | -1.1% | +4.0% | -5.1% | -2.3% |
| 30D | +11.5% | +18.8% | -7.2% | +5.5% |
| 3M | +1.8% | +19.0% | -17.2% | -3.7% |
| 6M | +21.2% | +22.8% | -1.6% | +13.7% |
| YTD | +29.9% | +18.3% | +11.6% | +22.4% |
| 1Y | +35.8% | +21.8% | +14.0% | +27.0% |
| All | +35.8% | +21.2% | +14.5% | +27.0% |
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 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