+35.3%
EWZ vs ELAN
+21.9%
+13.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.8% |
| 7D | +1.1% | -6.4% | +7.5% | +2.3% |
| 30D | +13.5% | +0.6% | +12.9% | +13.3% |
| 3M | +15.2% | 0.0% | +15.3% | +14.8% |
| 6M | +3.7% | -3.4% | +7.1% | +3.6% |
| YTD | +22.5% | +1.0% | +21.5% | +22.6% |
| 1Y | +35.3% | +24.7% | +10.5% | +34.3% |
| All | +35.3% | +21.9% | +13.4% | +34.3% |
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 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