+62.3%
XBI vs ELAN
-28.2%
+90.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -4.6% | -5.4% | +0.8% | -3.0% |
| 30D | -2.0% | +4.7% | -6.7% | -3.4% |
| 3M | +17.8% | -3.7% | +21.4% | +18.3% |
| 6M | +23.7% | -1.2% | +24.9% | +22.3% |
| YTD | +28.2% | +2.4% | +25.8% | +25.0% |
| 1Y | +64.0% | +23.4% | +40.6% | +50.2% |
| 3Y | +99.4% | +96.7% | +2.7% | +43.9% |
| 5Y | +19.3% | -30.6% | +49.9% | +24.9% |
| All | +62.3% | -28.2% | +90.5% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling