+96.7%
ELAN vs VCLT
+11.4%
+85.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | -5.4% | -1.4% | -4.1% | -3.7% |
| 30D | +4.7% | -1.2% | +5.9% | +6.4% |
| 3M | -3.7% | -4.8% | +1.1% | +2.6% |
| 6M | -1.2% | -2.6% | +1.4% | +3.2% |
| YTD | +2.4% | -3.3% | +5.7% | +7.8% |
| 1Y | +23.4% | -4.8% | +28.2% | +32.1% |
| 3Y | +96.7% | +11.5% | +85.2% | +64.3% |
| All | +96.7% | +11.4% | +85.3% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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