-35.6%
ELAN vs VTEB
+17.7%
-53.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +0.8% |
| 7D | -5.4% | -0.9% | -4.5% | -4.1% |
| 30D | +4.7% | -2.5% | +7.2% | +8.7% |
| 3M | -3.7% | -3.0% | -0.7% | +0.7% |
| 6M | -1.2% | -2.1% | +0.9% | +2.3% |
| YTD | +2.4% | -1.5% | +3.9% | +5.1% |
| 1Y | +23.4% | +0.2% | +23.2% | +23.9% |
| 3Y | +96.7% | +8.6% | +88.1% | +76.9% |
| 5Y | -30.6% | +1.2% | -31.8% | -31.8% |
| All | -35.6% | +17.7% | -53.3% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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