-35.6%
ELAN vs VSH
+85.1%
-120.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.8% | -0.7% |
| 7D | -5.4% | +4.8% | -10.2% | -6.9% |
| 30D | +4.7% | -0.7% | +5.4% | +4.6% |
| 3M | -3.7% | -43.1% | +39.4% | +12.8% |
| 6M | -1.2% | +91.8% | -93.0% | -29.4% |
| YTD | +2.4% | +131.6% | -129.2% | -32.6% |
| 1Y | +23.4% | +118.1% | -94.7% | -17.9% |
| 3Y | +96.7% | +40.9% | +55.8% | +48.8% |
| 5Y | -30.6% | +75.8% | -106.3% | -53.5% |
| All | -35.6% | +85.1% | -120.8% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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