+60.2%
EMR vs ELAN
+99.1%
-38.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | -0.4% | -5.4% | +5.0% | +0.8% |
| 30D | -6.8% | +4.7% | -11.5% | -7.8% |
| 3M | +7.5% | -3.7% | +11.1% | +7.9% |
| 6M | +9.9% | -1.2% | +11.0% | +9.4% |
| YTD | +16.0% | +2.4% | +13.6% | +14.8% |
| 1Y | +12.4% | +23.4% | -10.9% | +7.5% |
| 3Y | +60.2% | +96.7% | -36.4% | +44.3% |
| All | +60.2% | +99.1% | -38.8% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling