-35.7%
VG vs ELAN
+94.6%
-130.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +3.8% |
| 7D | +3.8% | -4.6% | +8.4% | +3.7% |
| 30D | +7.2% | +5.7% | +1.5% | +7.3% |
| 3M | +22.8% | -3.9% | +26.7% | +22.6% |
| 6M | +33.2% | -1.6% | +34.8% | +32.8% |
| YTD | +124.8% | +4.1% | +120.7% | +120.0% |
| 1Y | +15.8% | +25.5% | -9.7% | +6.9% |
| All | -35.7% | +94.6% | -130.3% | -54.1% |
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