-44.1%
VG vs ELAN
+119.0%
-163.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.7% | +4.7% |
| 7D | +15.1% | +11.9% | +3.2% | +15.7% |
| 30D | -4.2% | +18.3% | -22.4% | -3.4% |
| 3M | -3.1% | +19.7% | -22.8% | -2.3% |
| 6M | +0.3% | +23.7% | -23.3% | +0.4% |
| YTD | +95.5% | +17.1% | +78.4% | +92.7% |
| 1Y | +64.4% | +20.2% | +44.3% | +60.7% |
| All | -44.1% | +119.0% | -163.1% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling