+57.4%
XLE vs ELAN
+96.4%
-39.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.4% |
| 7D | +0.5% | -6.4% | +6.9% | +0.9% |
| 30D | +6.6% | +0.6% | +6.0% | +6.5% |
| 3M | +12.3% | 0.0% | +12.3% | +12.1% |
| 6M | +18.4% | -3.4% | +21.8% | +18.1% |
| YTD | +47.2% | +1.0% | +46.2% | +46.0% |
| 1Y | +50.3% | +24.7% | +25.6% | +45.5% |
| All | +57.4% | +96.4% | -39.0% | +45.1% |
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 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