-30.4%
ELAN vs VTRS
+47.1%
-77.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | -5.4% | -2.2% | -3.2% | -4.4% |
| 30D | +4.7% | +3.3% | +1.4% | +3.1% |
| 3M | -3.7% | +2.0% | -5.6% | -4.7% |
| 6M | -1.2% | +19.9% | -21.1% | -10.0% |
| YTD | +2.4% | +35.7% | -33.4% | -12.5% |
| 1Y | +23.4% | +68.1% | -44.7% | -5.6% |
| 3Y | +96.7% | +87.1% | +9.6% | +40.1% |
| All | -30.4% | +47.1% | -77.5% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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