+19.9%
XBI vs ELAN
-30.9%
+50.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -4.6% | -5.4% | +0.8% | -3.1% |
| 30D | -2.0% | +4.7% | -6.7% | -3.3% |
| 3M | +17.8% | -3.7% | +21.4% | +18.3% |
| 6M | +23.7% | -1.2% | +24.9% | +22.4% |
| YTD | +28.2% | +2.4% | +25.8% | +25.2% |
| 1Y | +64.0% | +23.4% | +40.6% | +51.0% |
| 3Y | +99.4% | +96.7% | +2.7% | +44.7% |
| All | +19.9% | -30.9% | +50.8% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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