+166.9%
XLE vs ELAN
-18.8%
+185.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +5.4% | +4.0% | +1.4% | +5.0% |
| 30D | -3.9% | +18.8% | -22.7% | -5.6% |
| 3M | +7.0% | +19.0% | -11.9% | +5.1% |
| 6M | +14.2% | +22.8% | -8.6% | +11.3% |
| YTD | +48.2% | +18.3% | +29.8% | +44.0% |
| 1Y | +47.7% | +21.8% | +25.9% | +42.8% |
| 3Y | +70.0% | +153.8% | -83.8% | +42.1% |
| All | +166.9% | -18.8% | +185.8% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling