+8.1%
EWZ vs ELAN
+13.9%
-5.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.2% |
| 7D | -4.1% | +11.7% | -15.8% | -5.7% |
| 30D | -25.0% | +12.4% | -37.4% | -26.4% |
| 3M | -10.6% | -1.1% | -9.5% | -10.5% |
| 6M | -16.6% | +12.4% | -29.0% | -19.1% |
| YTD | +2.5% | +11.8% | -9.4% | +1.4% |
| 1Y | +8.1% | +12.5% | -4.4% | +7.2% |
| All | +8.1% | +13.9% | -5.8% | +7.2% |
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 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