+23.4%
ELAN vs EMB
+3.1%
+20.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.6% |
| 7D | -5.4% | -1.2% | -4.2% | -1.4% |
| 30D | +4.7% | -1.3% | +6.0% | +9.4% |
| 3M | -3.7% | -1.8% | -1.9% | +2.7% |
| 6M | -1.2% | +0.2% | -1.4% | -0.1% |
| YTD | +2.4% | +0.4% | +2.0% | +3.7% |
| 1Y | +23.4% | +2.8% | +20.6% | +22.0% |
| All | +23.4% | +3.1% | +20.3% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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