+29.7%
VCIT vs ELAN
-24.0%
+53.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.3% | +1.6% | -2.0% | -0.4% |
| 30D | -0.8% | -6.6% | +5.8% | -0.6% |
| 3M | -1.0% | -0.8% | -0.2% | -1.1% |
| 6M | -1.8% | +0.2% | -2.1% | -2.1% |
| YTD | -0.7% | +8.3% | -9.0% | -1.2% |
| 1Y | +1.0% | +40.2% | -39.3% | -0.4% |
| 3Y | +18.8% | +97.7% | -78.9% | +14.7% |
| 5Y | +3.5% | -28.3% | +31.7% | +3.2% |
| All | +29.7% | -24.0% | +53.7% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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