+32.0%
XEL vs ELAN
-30.9%
+62.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | 0.0% |
| 7D | -0.3% | -5.4% | +5.1% | 0.0% |
| 30D | -3.9% | +4.7% | -8.6% | -4.2% |
| 3M | -2.8% | -3.7% | +0.8% | -2.7% |
| 6M | -5.4% | -1.2% | -4.2% | -5.7% |
| YTD | +3.8% | +2.4% | +1.4% | +3.1% |
| 1Y | +6.8% | +23.4% | -16.5% | +4.9% |
| 3Y | +45.6% | +96.7% | -51.1% | +35.9% |
| All | +32.0% | -30.9% | +62.9% | +32.2% |
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