+12.5%
ELAN vs XME
+5.2%
+7.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.3% |
| 7D | +11.7% | -5.5% | +17.2% | +13.8% |
| 30D | +12.4% | -11.1% | +23.6% | +16.8% |
| 3M | -1.1% | -11.1% | +10.0% | +2.5% |
| 6M | +12.4% | -18.0% | +30.4% | +20.4% |
| YTD | +11.8% | -7.4% | +19.2% | +17.3% |
| 1Y | +12.5% | +6.7% | +5.8% | +15.6% |
| All | +12.5% | +5.2% | +7.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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