+39.9%
XRT vs ELAN
+96.4%
-56.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.2% |
| 7D | -3.6% | -6.4% | +2.8% | -2.3% |
| 30D | -6.7% | +0.6% | -7.3% | -6.8% |
| 3M | -1.4% | 0.0% | -1.3% | -1.7% |
| 6M | +1.7% | -3.4% | +5.1% | +1.4% |
| YTD | -1.5% | +1.0% | -2.5% | -2.7% |
| 1Y | -2.5% | +24.7% | -27.2% | -7.8% |
| All | +39.9% | +96.4% | -56.5% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling