-30.4%
ELAN vs VCLT
-17.2%
-13.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | -5.4% | -1.4% | -4.1% | -4.3% |
| 30D | +4.7% | -1.2% | +5.9% | +5.9% |
| 3M | -3.7% | -4.8% | +1.1% | +0.6% |
| 6M | -1.2% | -2.6% | +1.4% | +1.8% |
| YTD | +2.4% | -3.3% | +5.7% | +6.1% |
| 1Y | +23.4% | -4.8% | +28.2% | +29.5% |
| 3Y | +96.7% | +11.5% | +85.2% | +84.1% |
| All | -30.4% | -17.2% | -13.2% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling