-35.6%
ELAN vs VTRS
-46.1%
+10.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | -5.4% | -2.2% | -3.2% | -4.6% |
| 30D | +4.7% | +3.3% | +1.4% | +3.5% |
| 3M | -3.7% | +2.0% | -5.6% | -4.4% |
| 6M | -1.2% | +19.9% | -21.1% | -7.9% |
| YTD | +2.4% | +35.7% | -33.4% | -9.1% |
| 1Y | +23.4% | +68.1% | -44.7% | +0.8% |
| 3Y | +96.7% | +87.1% | +9.6% | +53.4% |
| 5Y | -30.6% | +47.6% | -78.2% | -43.8% |
| All | -35.6% | -46.1% | +10.5% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling