+101.5%
XEL vs ELAN
-28.2%
+129.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | 0.0% |
| 7D | -0.3% | -5.4% | +5.1% | +0.3% |
| 30D | -3.9% | +4.7% | -8.6% | -4.5% |
| 3M | -2.8% | -3.7% | +0.8% | -2.7% |
| 6M | -5.4% | -1.2% | -4.2% | -6.0% |
| YTD | +3.8% | +2.4% | +1.4% | +2.6% |
| 1Y | +6.8% | +23.4% | -16.5% | +3.3% |
| 3Y | +45.6% | +96.7% | -51.1% | +28.4% |
| 5Y | +30.7% | -30.6% | +61.3% | +35.9% |
| All | +101.5% | -28.2% | +129.7% | +82.2% |
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 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