-36.5%
ELAN vs XME
+254.3%
-290.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -1.2% |
| 7D | -6.4% | -3.0% | -3.3% | -5.1% |
| 30D | +0.6% | -2.6% | +3.2% | +1.7% |
| 3M | 0.0% | +2.2% | -2.2% | -1.8% |
| 6M | -3.4% | +0.7% | -4.1% | -4.7% |
| YTD | +1.0% | +10.9% | -9.9% | -5.4% |
| 1Y | +24.7% | +35.7% | -11.0% | +4.5% |
| 3Y | +97.2% | +127.1% | -29.9% | +27.1% |
| 5Y | -31.5% | +168.5% | -200.0% | -60.1% |
| All | -36.5% | +254.3% | -290.8% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling