+49.9%
XLE vs ELAN
+13.9%
+36.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.0% | -7.8% | -4.4% |
| 7D | -7.2% | +11.7% | -18.9% | -6.0% |
| 30D | +0.1% | +12.4% | -12.3% | +1.5% |
| 3M | +9.2% | -1.1% | +10.3% | +9.3% |
| 6M | +8.4% | +12.4% | -4.1% | +11.3% |
| YTD | +44.9% | +11.8% | +33.0% | +49.7% |
| 1Y | +49.9% | +12.5% | +37.4% | +55.1% |
| All | +49.9% | +13.9% | +36.0% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling