+32.9%
XLV vs ELAN
+13.9%
+19.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.7% |
| 7D | +5.5% | +11.7% | -6.2% | +4.1% |
| 30D | +13.3% | +12.4% | +0.9% | +11.7% |
| 3M | +17.4% | -1.1% | +18.6% | +17.3% |
| 6M | +32.1% | +12.4% | +19.7% | +29.3% |
| YTD | +24.0% | +11.8% | +12.2% | +21.1% |
| 1Y | +32.9% | +12.5% | +20.4% | +29.5% |
| All | +32.9% | +13.9% | +19.0% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling