-35.6%
ELAN vs VYM
+134.3%
-169.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.6% |
| 7D | -5.4% | -0.8% | -4.6% | -4.5% |
| 30D | +4.7% | -2.2% | +6.9% | +7.6% |
| 3M | -3.7% | +3.1% | -6.7% | -7.1% |
| 6M | -1.2% | +9.7% | -10.9% | -10.8% |
| YTD | +2.4% | +14.9% | -12.5% | -12.1% |
| 1Y | +23.4% | +17.6% | +5.8% | +3.1% |
| 3Y | +96.7% | +65.3% | +31.4% | +14.8% |
| 5Y | -30.6% | +78.7% | -109.3% | -61.9% |
| All | -35.6% | +134.3% | -169.9% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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