-36.5%
ELAN vs VIG
+146.6%
-183.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.4% |
| 7D | -6.4% | -2.2% | -4.2% | -3.8% |
| 30D | +0.6% | -3.2% | +3.8% | +4.6% |
| 3M | 0.0% | +3.0% | -3.1% | -3.5% |
| 6M | -3.4% | +8.1% | -11.5% | -11.4% |
| YTD | +1.0% | +9.1% | -8.0% | -8.0% |
| 1Y | +24.7% | +12.6% | +12.1% | +9.5% |
| 3Y | +97.2% | +55.4% | +41.9% | +22.9% |
| 5Y | -31.5% | +62.8% | -94.3% | -58.8% |
| All | -36.5% | +146.6% | -183.1% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling