-2.3%
XRT vs ELAN
-31.8%
+29.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | 0.0% |
| 7D | -3.6% | -6.4% | +2.8% | -1.9% |
| 30D | -6.7% | +0.6% | -7.3% | -6.9% |
| 3M | -1.4% | 0.0% | -1.3% | -1.8% |
| 6M | +1.7% | -3.4% | +5.1% | +1.1% |
| YTD | -1.5% | +1.0% | -2.5% | -3.5% |
| 1Y | -2.5% | +24.7% | -27.2% | -10.4% |
| 3Y | +39.9% | +97.2% | -57.3% | +2.5% |
| All | -2.3% | -31.8% | +29.6% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling