-34.6%
ELAN vs EMB
+30.1%
-64.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.5% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +5.7% | -0.3% | +6.0% | +6.2% |
| 3M | -3.9% | -0.3% | -3.6% | -3.3% |
| 6M | -1.6% | +0.7% | -2.4% | -1.8% |
| YTD | +4.1% | +1.3% | +2.8% | +3.2% |
| 1Y | +25.5% | +4.7% | +20.8% | +18.8% |
| 3Y | +103.2% | +30.1% | +73.1% | +45.3% |
| 5Y | -29.8% | +6.9% | -36.6% | -34.1% |
| All | -34.6% | +30.1% | -64.7% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling