+70.0%
XLE vs ELAN
+150.7%
-80.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +5.4% | +4.0% | +1.4% | +5.2% |
| 30D | -3.9% | +18.8% | -22.7% | -4.9% |
| 3M | +7.0% | +19.0% | -11.9% | +5.9% |
| 6M | +14.2% | +22.8% | -8.6% | +12.4% |
| YTD | +48.2% | +18.3% | +29.8% | +45.4% |
| 1Y | +47.7% | +21.8% | +25.9% | +44.3% |
| 3Y | +70.0% | +153.8% | -83.8% | +43.4% |
| All | +70.0% | +150.7% | -80.7% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling