+402.0%
NEM vs ELAN
-29.1%
+431.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.7% |
| 7D | -3.3% | -6.4% | +3.1% | -2.6% |
| 30D | +7.8% | +0.6% | +7.3% | +7.8% |
| 3M | +36.3% | 0.0% | +36.3% | +36.0% |
| 6M | +6.6% | -3.4% | +10.0% | +6.5% |
| YTD | +27.1% | +1.0% | +26.1% | +26.6% |
| 1Y | +62.3% | +24.7% | +37.6% | +58.4% |
| 3Y | +245.1% | +97.2% | +147.8% | +214.6% |
| 5Y | +154.0% | -31.5% | +185.5% | +148.5% |
| All | +402.0% | -29.1% | +431.1% | +321.9% |
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