+413.0%
VGT vs ELAN
-28.2%
+441.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -0.2% | -5.4% | +5.3% | +1.2% |
| 30D | -0.4% | +4.7% | -5.1% | -1.8% |
| 3M | +4.4% | -3.7% | +8.1% | +4.7% |
| 6M | +32.1% | -1.2% | +33.3% | +30.3% |
| YTD | +28.8% | +2.4% | +26.4% | +25.7% |
| 1Y | +35.3% | +23.4% | +12.0% | +25.4% |
| 3Y | +124.8% | +96.7% | +28.1% | +70.8% |
| 5Y | +137.9% | -30.6% | +168.5% | +144.8% |
| All | +413.0% | -28.2% | +441.2% | +380.6% |
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