-35.6%
ELAN vs VNQ
+57.1%
-92.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +0.7% |
| 7D | -5.4% | -1.3% | -4.2% | -4.4% |
| 30D | +4.7% | -2.6% | +7.3% | +7.1% |
| 3M | -3.7% | -2.0% | -1.6% | -2.1% |
| 6M | -1.2% | +4.3% | -5.5% | -4.5% |
| YTD | +2.4% | +9.2% | -6.8% | -4.9% |
| 1Y | +23.4% | +5.6% | +17.8% | +17.9% |
| 3Y | +96.7% | +30.8% | +65.8% | +56.7% |
| 5Y | -30.6% | +8.0% | -38.6% | -35.2% |
| All | -35.6% | +57.1% | -92.8% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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