+89.6%
XLP vs ELAN
-24.0%
+113.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | +1.6% | -2.6% | -1.2% |
| 30D | -0.9% | -6.6% | +5.7% | -0.3% |
| 3M | +3.8% | -0.8% | +4.7% | +3.6% |
| 6M | -1.7% | +0.2% | -2.0% | -2.4% |
| YTD | +10.3% | +8.3% | +2.0% | +8.5% |
| 1Y | +7.8% | +40.2% | -32.4% | +2.7% |
| 3Y | +27.2% | +97.7% | -70.5% | +12.5% |
| 5Y | +32.5% | -28.3% | +60.8% | +35.8% |
| All | +89.6% | -24.0% | +113.6% | +77.1% |
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