-34.6%
ELAN vs VFC
-81.1%
+46.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.0% |
| 7D | -4.6% | -2.3% | -2.2% | -3.8% |
| 30D | +5.7% | -13.4% | +19.1% | +11.0% |
| 3M | -3.9% | -23.7% | +19.8% | +3.9% |
| 6M | -1.6% | -24.5% | +22.8% | +6.7% |
| YTD | +4.1% | -27.8% | +31.9% | +14.1% |
| 1Y | +25.5% | -13.5% | +39.0% | +27.1% |
| 3Y | +103.2% | -27.1% | +130.3% | +91.4% |
| 5Y | -29.8% | -79.0% | +49.2% | +6.5% |
| All | -34.6% | -81.1% | +46.5% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling