+53.8%
EWZ vs ELAN
-17.8%
+71.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | +0.1% | +11.9% | -11.8% | -2.8% |
| 30D | -25.9% | +18.3% | -44.1% | -29.2% |
| 3M | -6.1% | +19.7% | -25.9% | -10.7% |
| 6M | -16.1% | +23.7% | -39.8% | -21.4% |
| YTD | +1.0% | +17.1% | -16.1% | -4.8% |
| 1Y | 0.0% | +20.2% | -20.2% | -6.6% |
| 3Y | +16.8% | +148.1% | -131.3% | -17.1% |
| 5Y | +52.1% | -19.8% | +71.8% | +59.7% |
| All | +53.8% | -17.8% | +71.6% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling