-35.6%
ELAN vs VIG
+148.4%
-184.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +0.5% |
| 7D | -5.4% | -1.1% | -4.4% | -4.2% |
| 30D | +4.7% | -2.7% | +7.4% | +8.3% |
| 3M | -3.7% | +2.5% | -6.2% | -6.5% |
| 6M | -1.2% | +9.2% | -10.4% | -10.5% |
| YTD | +2.4% | +9.8% | -7.4% | -7.5% |
| 1Y | +23.4% | +12.4% | +11.0% | +8.5% |
| 3Y | +96.7% | +55.9% | +40.8% | +22.1% |
| 5Y | -30.6% | +63.9% | -94.5% | -58.6% |
| All | -35.6% | +148.4% | -184.0% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling