+69.4%
EMR vs ELAN
-30.9%
+100.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | -0.4% | -5.4% | +5.0% | +0.9% |
| 30D | -6.8% | +4.7% | -11.5% | -7.9% |
| 3M | +7.5% | -3.7% | +11.1% | +8.0% |
| 6M | +9.9% | -1.2% | +11.0% | +9.3% |
| YTD | +16.0% | +2.4% | +13.6% | +14.6% |
| 1Y | +12.4% | +23.4% | -10.9% | +6.6% |
| 3Y | +60.2% | +96.7% | -36.4% | +30.7% |
| All | +69.4% | -30.9% | +100.4% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling