+104.0%
XLU vs ELAN
-28.2%
+132.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -1.6% | -5.4% | +3.8% | -0.8% |
| 30D | -3.3% | +4.7% | -8.0% | -4.0% |
| 3M | -3.2% | -3.7% | +0.5% | -2.9% |
| 6M | -7.0% | -1.2% | -5.8% | -7.7% |
| YTD | +0.6% | +2.4% | -1.8% | -0.8% |
| 1Y | +2.4% | +23.4% | -20.9% | -2.0% |
| 3Y | +46.3% | +96.7% | -50.4% | +24.1% |
| 5Y | +44.0% | -30.6% | +74.6% | +49.3% |
| All | +104.0% | -28.2% | +132.2% | +81.3% |
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