+105.4%
XLP vs ELAN
-17.8%
+123.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.2% | +11.9% | -12.1% | -1.5% |
| 30D | +8.2% | +18.3% | -10.1% | +6.1% |
| 3M | +7.7% | +19.7% | -12.0% | +5.5% |
| 6M | +9.3% | +23.7% | -14.4% | +6.3% |
| YTD | +19.5% | +17.1% | +2.4% | +16.4% |
| 1Y | +21.0% | +20.2% | +0.8% | +17.4% |
| 3Y | +43.2% | +148.1% | -104.9% | +23.2% |
| 5Y | +42.7% | -19.8% | +62.5% | +44.0% |
| All | +105.4% | -17.8% | +123.2% | +90.1% |
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