-30.4%
ELAN vs XLRE
+8.4%
-38.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.6% |
| 7D | -5.4% | -1.2% | -4.3% | -4.4% |
| 30D | +4.7% | -2.4% | +7.1% | +7.1% |
| 3M | -3.7% | -2.5% | -1.2% | -1.7% |
| 6M | -1.2% | +4.0% | -5.2% | -4.6% |
| YTD | +2.4% | +9.3% | -6.9% | -5.6% |
| 1Y | +23.4% | +5.6% | +17.8% | +17.2% |
| 3Y | +96.7% | +31.3% | +65.4% | +51.6% |
| All | -30.4% | +8.4% | -38.8% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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