-3.4%
ELAN vs VMC
-8.0%
+4.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.1% |
| 7D | -6.4% | -3.7% | -2.7% | -3.9% |
| 30D | +0.6% | -12.8% | +13.3% | +10.5% |
| 3M | 0.0% | -7.9% | +7.9% | +3.2% |
| 6M | -3.4% | -7.5% | +4.1% | +1.2% |
| All | -3.4% | -8.0% | +4.6% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling