-35.6%
ELAN vs XME
+250.7%
-286.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.8% |
| 7D | -5.4% | -4.2% | -1.2% | -3.6% |
| 30D | +4.7% | -2.7% | +7.4% | +5.9% |
| 3M | -3.7% | -3.9% | +0.3% | -2.6% |
| 6M | -1.2% | -1.0% | -0.2% | -1.7% |
| YTD | +2.4% | +9.8% | -7.4% | -3.7% |
| 1Y | +23.4% | +32.5% | -9.2% | +4.5% |
| 3Y | +96.7% | +124.3% | -27.7% | +27.4% |
| 5Y | -30.6% | +165.8% | -196.4% | -59.4% |
| All | -35.6% | +250.7% | -286.4% | -76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling