+106.3%
XLP vs ELAN
-17.9%
+124.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -0.5% | +4.6% | -5.2% | -1.1% |
| 30D | +8.3% | +17.4% | -9.0% | +6.4% |
| 3M | +8.7% | +16.5% | -7.8% | +6.7% |
| 6M | +11.2% | +21.9% | -10.7% | +8.3% |
| YTD | +20.0% | +17.0% | +3.0% | +16.9% |
| 1Y | +21.3% | +15.8% | +5.5% | +18.2% |
| 3Y | +43.8% | +147.9% | -104.1% | +23.7% |
| 5Y | +43.3% | -19.1% | +62.4% | +44.4% |
| All | +106.3% | -17.9% | +124.2% | +90.9% |
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 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