+81.8%
XLI vs ELAN
-30.9%
+112.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -1.7% | -5.4% | +3.8% | -0.7% |
| 30D | -7.3% | +4.7% | -12.0% | -8.1% |
| 3M | -1.3% | -3.7% | +2.3% | -1.1% |
| 6M | +2.2% | -1.2% | +3.4% | +1.5% |
| YTD | +11.7% | +2.4% | +9.3% | +10.2% |
| 1Y | +14.3% | +23.4% | -9.1% | +9.0% |
| 3Y | +70.3% | +96.7% | -26.3% | +42.2% |
| All | +81.8% | -30.9% | +112.8% | +93.2% |
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