-35.0%
ELAN vs VSXY
+37.5%
-72.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.8% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | +4.7% | -18.7% | +23.4% | +8.2% |
| 3M | -3.7% | -4.0% | +0.3% | -3.8% |
| 6M | -1.2% | +67.5% | -68.7% | -12.8% |
| YTD | +2.4% | +39.7% | -37.3% | -7.3% |
| 1Y | +23.4% | +180.0% | -156.6% | -3.9% |
| 3Y | +96.7% | +337.3% | -240.6% | +31.1% |
| 5Y | -30.6% | +22.7% | -53.3% | -49.2% |
| All | -35.0% | +37.5% | -72.6% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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