+100.6%
XLV vs ELAN
-28.2%
+128.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.4% |
| 7D | -3.6% | -5.4% | +1.9% | -2.7% |
| 30D | -1.8% | +4.7% | -6.5% | -2.6% |
| 3M | +7.8% | -3.7% | +11.4% | +8.1% |
| 6M | +9.1% | -1.2% | +10.3% | +8.2% |
| YTD | +7.7% | +2.4% | +5.3% | +6.0% |
| 1Y | +20.4% | +23.4% | -3.0% | +14.6% |
| 3Y | +30.8% | +96.7% | -65.9% | +9.0% |
| 5Y | +34.6% | -30.6% | +65.2% | +40.4% |
| All | +100.6% | -28.2% | +128.7% | +92.8% |
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