+149.0%
XLC vs ELAN
-28.2%
+177.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | +0.5% | -5.4% | +5.9% | +1.6% |
| 30D | +2.1% | +4.7% | -2.6% | +1.1% |
| 3M | +0.7% | -3.7% | +4.3% | +1.0% |
| 6M | -3.2% | -1.2% | -2.0% | -4.3% |
| YTD | -3.8% | +2.4% | -6.2% | -5.8% |
| 1Y | -2.0% | +23.4% | -25.4% | -8.2% |
| 3Y | +71.4% | +96.7% | -25.3% | +35.2% |
| 5Y | +40.7% | -30.6% | +71.3% | +43.4% |
| All | +149.0% | -28.2% | +177.1% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling