+144.3%
XLE vs ELAN
-25.7%
+170.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +12.6% | +8.4% | +4.3% | +10.5% |
| 3M | +11.8% | +1.2% | +10.6% | +10.7% |
| 6M | +16.1% | +2.6% | +13.5% | +13.0% |
| YTD | +46.9% | +5.9% | +40.9% | +41.3% |
| 1Y | +53.3% | +25.8% | +27.4% | +40.3% |
| 3Y | +54.9% | +106.8% | -51.9% | +13.9% |
| 5Y | +225.7% | -29.3% | +255.0% | +252.4% |
| All | +144.3% | -25.7% | +170.0% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling