-27.7%
ELAN vs VT
+67.0%
-94.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +1.6% | +0.4% | +1.2% | +1.0% |
| 30D | -6.6% | +1.0% | -7.5% | -7.9% |
| 3M | -0.8% | +2.4% | -3.2% | -4.2% |
| 6M | +0.2% | +12.0% | -11.8% | -13.6% |
| YTD | +8.3% | +15.3% | -7.1% | -10.1% |
| 1Y | +40.2% | +22.6% | +17.7% | +7.2% |
| 3Y | +97.7% | +74.7% | +23.1% | -4.2% |
| All | -27.7% | +67.0% | -94.7% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling