+40.2%
ELAN vs VMC
-8.5%
+48.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | +1.6% | -4.3% | +5.9% | +4.3% |
| 30D | -6.6% | -8.2% | +1.7% | -1.6% |
| 3M | -0.8% | -7.0% | +6.2% | +3.0% |
| 6M | +0.2% | -10.8% | +11.0% | +6.4% |
| YTD | +8.3% | -7.4% | +15.7% | +10.3% |
| 1Y | +40.2% | -9.5% | +49.7% | +43.6% |
| All | +40.2% | -8.5% | +48.8% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling