-30.4%
ELAN vs EME
+575.5%
-605.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -3.0% | +0.1% |
| 7D | -5.4% | +3.5% | -8.9% | -6.4% |
| 30D | +4.7% | -6.3% | +11.0% | +6.5% |
| 3M | -3.7% | -3.8% | +0.1% | -3.6% |
| 6M | -1.2% | +8.5% | -9.7% | -4.7% |
| YTD | +2.4% | +27.8% | -25.4% | -6.3% |
| 1Y | +23.4% | +22.2% | +1.2% | +12.6% |
| 3Y | +96.7% | +253.5% | -156.8% | +11.3% |
| All | -30.4% | +575.5% | -605.9% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling