-4.3%
XYZ vs ELAN
-24.0%
+19.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | +1.6% | -2.6% | -1.6% |
| 30D | -1.7% | -6.6% | +4.8% | +1.0% |
| 3M | +16.7% | -0.8% | +17.6% | +16.5% |
| 6M | +26.9% | +0.2% | +26.6% | +23.6% |
| YTD | +27.1% | +8.3% | +18.9% | +19.1% |
| 1Y | +9.3% | +40.2% | -31.0% | -10.5% |
| 3Y | +42.3% | +97.7% | -55.5% | -13.8% |
| 5Y | -69.3% | -28.3% | -41.1% | -68.0% |
| All | -4.3% | -24.0% | +19.7% | -7.5% |
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 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