+32.0%
XLP vs ELAN
-29.1%
+61.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -1.3% | +8.4% | -9.7% | -1.9% |
| 3M | +1.8% | +1.2% | +0.6% | +1.6% |
| 6M | -0.8% | +2.6% | -3.4% | -1.4% |
| YTD | +9.5% | +5.9% | +3.6% | +8.5% |
| 1Y | +7.2% | +25.8% | -18.7% | +4.6% |
| 3Y | +27.1% | +106.8% | -79.7% | +16.1% |
| 5Y | +32.0% | -29.3% | +61.3% | +35.9% |
| All | +32.0% | -29.1% | +61.2% | +35.9% |
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