+62.4%
EWY vs ELAN
+13.9%
+48.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -3.2% |
| 7D | -8.3% | +11.7% | -20.1% | -12.7% |
| 30D | -20.5% | +12.4% | -33.0% | -24.7% |
| 3M | -11.1% | -1.1% | -10.0% | -11.1% |
| 6M | -7.0% | +12.4% | -19.5% | -13.7% |
| YTD | +56.5% | +11.8% | +44.6% | +50.0% |
| 1Y | +62.4% | +12.5% | +49.9% | +55.6% |
| All | +62.4% | +13.9% | +48.6% | +55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling