+96.7%
ELAN vs VFC
-25.2%
+121.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | +0.1% |
| 7D | -5.4% | -1.4% | -4.0% | -5.1% |
| 30D | +4.7% | -9.0% | +13.7% | +7.4% |
| 3M | -3.7% | -24.2% | +20.5% | +2.8% |
| 6M | -1.2% | -18.5% | +17.3% | +3.4% |
| YTD | +2.4% | -25.9% | +28.3% | +9.6% |
| 1Y | +23.4% | -13.0% | +36.4% | +24.9% |
| 3Y | +96.7% | -20.3% | +117.0% | +78.0% |
| All | +96.7% | -25.2% | +121.9% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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