+12.8%
VG vs ELAN
+41.2%
-28.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.3% |
| 7D | +1.7% | +1.6% | +0.1% | +2.4% |
| 30D | +16.0% | -6.6% | +22.6% | +13.5% |
| 3M | +9.7% | -0.8% | +10.6% | +10.7% |
| 6M | +29.6% | +0.2% | +29.3% | +37.6% |
| YTD | +112.0% | +8.3% | +103.8% | +123.3% |
| 1Y | +12.8% | +40.2% | -27.4% | +11.2% |
| All | +12.8% | +41.2% | -28.4% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling