-30.4%
ELAN vs XHB
+33.0%
-63.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.2% |
| 7D | -5.4% | -4.6% | -0.8% | -2.1% |
| 30D | +4.7% | -9.1% | +13.8% | +12.2% |
| 3M | -3.7% | -8.6% | +4.9% | +2.2% |
| 6M | -1.2% | -4.0% | +2.8% | +1.7% |
| YTD | +2.4% | -3.9% | +6.3% | +4.9% |
| 1Y | +23.4% | -16.5% | +39.8% | +39.2% |
| 3Y | +96.7% | +22.6% | +74.1% | +61.2% |
| All | -30.4% | +33.0% | -63.4% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling