+1.2%
VWO vs ELAN
+3.3%
-2.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.4% | +2.8% | -2.5% |
| 7D | -4.2% | +1.9% | -6.1% | -4.4% |
| 30D | -10.5% | +5.3% | -15.9% | -11.3% |
| 3M | -9.4% | -9.7% | +0.2% | -7.8% |
| 6M | -8.3% | +3.0% | -11.3% | -10.1% |
| YTD | +1.2% | +4.6% | -3.4% | +0.1% |
| 1Y | +1.2% | +9.6% | -8.4% | -0.3% |
| All | +1.2% | +3.3% | -2.0% | -0.3% |
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