+43.2%
XLP vs ELAN
+159.6%
-116.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.3% | +8.9% | -6.6% | +1.8% |
| 30D | +9.1% | +16.8% | -7.6% | +8.1% |
| 3M | +7.9% | +20.1% | -12.2% | +6.7% |
| 6M | +9.6% | +13.2% | -3.5% | +8.6% |
| YTD | +19.4% | +18.3% | +1.2% | +17.9% |
| 1Y | +22.4% | +20.2% | +2.2% | +20.6% |
| 3Y | +43.2% | +150.6% | -107.4% | +33.2% |
| All | +43.2% | +159.6% | -116.4% | +33.2% |
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 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