+72.5%
EWJ vs ELAN
+99.1%
-26.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.0% |
| 7D | +0.3% | -5.4% | +5.7% | +1.0% |
| 30D | +0.8% | +4.7% | -3.9% | +0.1% |
| 3M | +7.5% | -3.7% | +11.2% | +7.7% |
| 6M | +15.6% | -1.2% | +16.8% | +15.1% |
| YTD | +22.7% | +2.4% | +20.3% | +21.7% |
| 1Y | +26.4% | +23.4% | +3.0% | +22.6% |
| 3Y | +72.5% | +96.7% | -24.2% | +52.2% |
| All | +72.5% | +99.1% | -26.5% | +52.2% |
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