+18.7%
EWZ vs ELAN
+150.7%
-132.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +0.8% | +4.0% | -3.3% | +0.3% |
| 30D | -24.4% | +18.8% | -43.1% | -26.1% |
| 3M | -4.6% | +19.0% | -23.6% | -6.8% |
| 6M | -11.6% | +22.8% | -34.4% | -14.3% |
| YTD | +2.4% | +18.3% | -16.0% | -0.4% |
| 1Y | +2.1% | +21.8% | -19.7% | -1.1% |
| 3Y | +18.7% | +153.8% | -135.1% | -1.1% |
| All | +18.7% | +150.7% | -132.0% | -1.1% |
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