+24.6%
XLP vs ELAN
+102.3%
-77.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | -2.9% | -4.6% | +1.7% | -2.6% |
| 30D | -2.2% | +5.7% | -7.9% | -2.6% |
| 3M | -0.6% | -3.9% | +3.3% | -0.4% |
| 6M | -2.2% | -1.6% | -0.5% | -2.4% |
| YTD | +8.3% | +4.1% | +4.2% | +7.6% |
| 1Y | +5.7% | +25.5% | -19.8% | +3.9% |
| All | +24.6% | +102.3% | -77.7% | +16.9% |
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 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