-35.6%
ELAN vs XLRE
+71.2%
-106.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.6% |
| 7D | -5.4% | -1.2% | -4.3% | -4.5% |
| 30D | +4.7% | -2.4% | +7.1% | +6.9% |
| 3M | -3.7% | -2.5% | -1.2% | -1.9% |
| 6M | -1.2% | +4.0% | -5.2% | -4.2% |
| YTD | +2.4% | +9.3% | -6.9% | -4.7% |
| 1Y | +23.4% | +5.6% | +17.8% | +18.0% |
| 3Y | +96.7% | +31.3% | +65.4% | +57.0% |
| 5Y | -30.6% | +9.5% | -40.1% | -36.2% |
| All | -35.6% | +71.2% | -106.8% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling