+86.7%
EEM vs ELAN
-29.1%
+115.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -1.6% |
| 7D | -0.7% | -6.4% | +5.7% | +0.6% |
| 30D | +2.4% | +0.6% | +1.8% | +2.2% |
| 3M | +4.2% | 0.0% | +4.2% | +3.8% |
| 6M | +14.8% | -3.4% | +18.2% | +14.6% |
| YTD | +23.1% | +1.0% | +22.1% | +21.7% |
| 1Y | +32.5% | +24.7% | +7.8% | +25.6% |
| 3Y | +85.9% | +97.2% | -11.3% | +52.4% |
| 5Y | +43.6% | -31.5% | +75.1% | +49.6% |
| All | +86.7% | -29.1% | +115.8% | +73.6% |
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