+98.1%
XLB vs ELAN
-27.0%
+125.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | -2.9% | -4.6% | +1.6% | -1.9% |
| 30D | -3.4% | +5.7% | -9.1% | -4.7% |
| 3M | +1.6% | -3.9% | +5.5% | +2.1% |
| 6M | +3.6% | -1.6% | +5.3% | +2.7% |
| YTD | +14.2% | +4.1% | +10.2% | +11.6% |
| 1Y | +15.6% | +25.5% | -9.9% | +7.7% |
| 3Y | +33.1% | +103.2% | -70.1% | +3.2% |
| 5Y | +35.0% | -29.8% | +64.8% | +40.5% |
| All | +98.1% | -27.0% | +125.1% | +75.9% |
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